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Could someone please check my work? If SCt), t20 is a geometric Brownian motion process with drift parameter M= 0. I and volatility parameter 0=

Could someone please check my work?

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If SCt), t20 is a geometric Brownian motion process with drift parameter M= 0. I and volatility parameter 0= 0.2, and P ( s ( 1 ) > scos ) is 0. 6915, what is P ( S ( 2 ) sco ) ) t= l log ($632 ) ~ N(MT , to ?) P ( s ca ) standard deviation of los ( sci =/1 (0. 2 2 ) = 0. 2 * = P ( Z s co ) ) = . 6915 ( . 30 8 5 ) 8 . 2133

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