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1 point) A stock price is governed by geometric Brownian motion process S(0) S and where is the standard Wiener process. 0.2 and -0.4 The

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1 point) A stock price is governed by geometric Brownian motion process S(0) S and where is the standard Wiener process. 0.2 and -0.4 The initial price is S(0) 1 Evaluate each of the quantities (1) Eln(S(1)) (2) var(ln(S(1)))0.16 (3) EIS(1)1.221 (4) var(S(1) 1 point) A stock price is governed by geometric Brownian motion process S(0) S and where is the standard Wiener process. 0.2 and -0.4 The initial price is S(0) 1 Evaluate each of the quantities (1) Eln(S(1)) (2) var(ln(S(1)))0.16 (3) EIS(1)1.221 (4) var(S(1)

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