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(25 pts) Assume that the price of a stock is modeled by geometric Brownian motion with a drift parameter of $.05 per year with =.25.

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(25 pts) Assume that the price of a stock is modeled by geometric Brownian motion with a drift parameter of $.05 per year with =.25. Suppose the current price of the stock is $75. a) (15 pts) Find the probability that after 3 years, the stock is more than $80. b) (10 pts) Find the expected value of the stock price after 3 years

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