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Suppose that the stock price follows geometric Brownian motion dXt = 0.05 Xt dt + 0.4 Xtd Wt. Write two probability density functions for the

Suppose that the stock price follows geometric Brownian motion dXt = 0.05 Xt dt + 0.4 Xtd Wt. Write two probability density functions for the distribution of the stock prices in 1 year and in 3 years if the current stock price is 100.

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