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Consider a power call option with power parameter V , strike price K and maturity time T . Suppose that stock prices follow a G

Consider a power call option with power parameter

V,

strike price

K

and maturity time T

.

Suppose that stock prices follow a G

.

.

.

with mean rate of return

and volatility

^{2} .

The initial price of stock is

S_{0} .

For what values of

S_{T}

is the option in the money

(

positive payoff

)

at the maturity time?

all working out please

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