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(b) The price of a certain security follows a geometric Brownian motion with pa- rameters -021 and -0.18. If the security's price is presently 90,

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(b) The price of a certain security follows a geometric Brownian motion with pa- rameters -021 and -0.18. If the security's price is presently 90, what is the probability that a European put option having eight months to exercise time and a strike price of 100 will be exercised

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