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QUESTION 2 A geometric Brownian motion has parameters mu= 0.2 and sigma=2. What is the probability that the process is above 4 at time t=5,

QUESTION 2 A geometric Brownian motion has parameters mu= 0.2 and sigma=2. What is the probability that the process is above 4 at time t=5, given that it starts at 3. Round answer to 3 decimals

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