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Consider a variable St that follows the process dSt = Stdt + Stdz For the first three years, = 2 and = 3, and for

Consider a variable St that follows the process dSt = Stdt + Stdz For the first three years, = 2 and = 3, and for the next three years, = 3 and = 4. If S0 = 5, what is the probability distribution of S6?

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