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Stock A follows a geometric Brownian motion where the drift factor is 0.93 and the variance factor is 0.55. At some particular time t, it
Stock A follows a geometric Brownian motion where the drift factor is 0.93 and the variance factor is 0.55. At some particular time t, it is known that dt = 0.035, and dZ(t) = 0.43. At time t, the stock trades for $2354 per share. What is the instantaneous change in the price of stock A? [answer is $633.34]
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