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See question below Let S(t), t 2 0 be a geometric Brownian motion process with drift parameter H = 0,7 and volatility parameter 0 =

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Let S(t), t 2 0 be a geometric Brownian motion process with drift parameter H = 0,7 and volatility parameter 0 = 0,4. Assuming S(0) = 1, find a. P(S(1) > S(0)); b. P(S(2) > S(1) > S(0)); c. P(S(3) S(0))

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