Financial Mathematics

Let (1,Fr.(Ft)re(0,7), P) be a probability filtered space and (W)teto.nl be a Brownian motion and assume Ft = o(W) for any t E (0,7). The underlying asset price (S.) teor of a European call option under the risk-neutral probability is S te [0.71 1. Give the definition of a Brownian motion 2. Calculate the expectations: E[W] E|(W) EfeW1 3. Evaluate E[r]. Taker = 0.04, O = 60%,7 = 15 months. So = 20 AED