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5. Consider the risk neutral Black-Scholes model : St = Soe(-)t+oW > a) Compute E(ST|St), t a) Compute E(ST|St), t

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5. Consider the risk neutral Black-Scholes model : St = Soe(-)t+oW > a) Compute E(ST|St), t a) Compute E(ST|St), t

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