Question The lognormal model for stock prices is given by S(t) = 100.03t+0.17+Z, where Z~ N(0,1). Calculate Var(S(1)). Possible Answers A 1 B 2 3 D 4 E 5 Question The lognormal model for stock prices is given by S(t) = 100.03t+0.17+Z, where Z~ N(0,1). Calculate Var(S(1)). Possible Answers A 1 B 2 3 D 4 E 5