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1 4 . An Ito process is fitted to a stock using a regression and the estimate is: dt + dz = 0 . 0
An Ito process is fitted to a stock using a regression and the estimate is:
dt dz dt dz where the drift and standard deviation are expressed on an annual basis, that is pa If the stock is currently trading for $ then in months time, your best guess of the stock price if you trust this process fitting is:
A $
B $
C $
D $
E $
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