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16. A stock price is currently $100 and it follows geometric Brownian motion with an expected return of 15% and volatility of 20% per year.

16.
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A stock price is currently $100 and it follows geometric Brownian motion with an expected return of 15% and volatility of 20% per year. What is the probability that the stock price at the end of 6 months will be less than or equal to $100? a. 0.3228 Ob. 0.5000 OC. 0.6772

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