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Let S(T) be the stock's price at time T that follows a lognormal model. A Monte Carlo simulation of the stock price over two weeks

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Let S(T) be the stock's price at time T that follows a lognormal model. A Monte Carlo simulation of the stock price over two weeks using two standard normal random variables zj gives the following results: Week (i) 1 2 zi -0.28 1.21 Weekly change in stock price -0.236 0.985 Assuming S(0) = 50 and that there are 52 weeks in a year, calculate the annual parameters for the lognormal model. Let S(T) be the stock's price at time T that follows a lognormal model. A Monte Carlo simulation of the stock price over two weeks using two standard normal random variables zj gives the following results: Week (i) 1 2 zi -0.28 1.21 Weekly change in stock price -0.236 0.985 Assuming S(0) = 50 and that there are 52 weeks in a year, calculate the annual parameters for the lognormal model

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