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2. [Challenge] Prove that when a stock price follows a geometric Brownian motion, dSt = Stdt + StdWt , the 95% confidence interval for ST

2. [Challenge] Prove that when a stock price follows a geometric Brownian motion, dSt = Stdt + StdWt , the 95% confidence interval for ST is between St exp ( 2/2)(T t) 1.96T t and St exp ( 2/2)(T t) + 1.96T t .

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