22. Let V (t) be the price of a stock, per share, at time t. Suppose that...
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22. Let V (t) be the price of a stock, per share, at time t. Suppose that $ V (t): t ≥ 0 % is a geometric Brownian motion with drift parameter $3 per year and variance parameter 27.04. What is the probability that the price of this stock is at least twice its current price after two years?
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Related Book For 
Fundamentals Of Probability With Stochastic Processes
ISBN: 9780131453401
3rd Edition
Authors: Saeed Ghahramani
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