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2. Distribution of Stock Price II Consider a stock whose future price is log-normally distributed, i.e., In Sy ~ (In S + ( 1

2. Distribution of Stock Price II Consider a stock whose future price is log-normally distributed, i.e., In Sy ~ (In S + ( 1 ) T, VT) - ST under the risk-neutral probability. What is the probability the future stock price is between K and K2, i.e, Prob (K1ST K2)?

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