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4: The value of a non-paying dividends stock follows a Geometric Brownian motion, with drift of 30% and diffusion of 13%. The current stock price
4: The value of a non-paying dividends stock follows a Geometric Brownian motion, with drift of 30% and diffusion of 13%. The current stock price is $43. What is the probability that a European call option on the stock with an exercise price of 41 and a maturity date in 5 months will be exercised? answer correct to 4 decimals #4: 4: The value of a non-paying dividends stock follows a Geometric Brownian motion, with drift of 30% and diffusion of 13%. The current stock price is $43. What is the probability that a European call option on the stock with an exercise price of 41 and a maturity date in 5 months will be exercised? answer correct to 4 decimals #4
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