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Please answer ASAP, thank you! 9. (5 points) Let the stock price S(t) be modelled as In(S(t)) = 0.3W(t) +0.05t, where t is in years

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9. (5 points) Let the stock price S(t) be modelled as In(S(t)) = 0.3W(t) +0.05t, where t is in years and W(t) is a Brownian motion. The joint probability: P(S(1)

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