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Suppose that the stock price follows a geometric Brownian motion: dS =uSdt + ?SdZ. Use It's lemma and find the process followed by: (i) S^n

Suppose that the stock price follows a geometric Brownian motion: dS =uSdt + ?SdZ. Use Itô's lemma and find the process followed by: (i) S^n (ii) e^S (iii)e^r(T-t) /S . Suppose that the stock pric...

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