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Suppose that current stock price is 50$.Its annualized volatility is 25% and annualized return 11% i.e. we assume that the stock price follows dXt =

Suppose that current stock price is 50$.Its annualized volatility is 25% and annualized return 11% i.e. we assume that the stock price follows dXt = 0.11Xtdt+0.25XtdWt. Write the probability density function for the stock in 1year. What is the mean and standard deviation of the terminal stock price? (standard deviation of price, not of return)

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