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Consider the following environment: -the current spot price of an asset is $50, -the annualized volatility is 11.5%, and -the interest rate is 3% per

image text in transcribed Consider the following environment:

-the current spot price of an asset is $50,

-the annualized volatility is 11.5%, and

-the interest rate is 3% per year

What are the values of the parameters A and B of the corresponding lognormal distribution?

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