Question about B-S model and option. 2. Consider the stock price under the Black-Scholes assumption, i.e. 1 St : So exp ((r ?? 502) t

Question about B-S model and option. 2. Consider the stock price under the Black-Scholes assumption, i.e. 1 St : So exp ((r â?? 502) t + aWt) where 7' denotes the interest rate. Consider an option wit...