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8. Suppose that current stock price is 100$. Its annualized volatility is 20% and annualized return 12% i.e. we assume that the stock price follows

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8. Suppose that current stock price is 100$. Its annualized volatility is 20% and annualized return 12% i.e. we assume that the stock price follows dXt=0.12Xtdt+0.2XtdW t. Write the probability density function for the stock in 1 year. What is the mean and standard deviation of the terminal stock price? (standard deviation of price, not of return)

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