Suppose the stock price St follows Geometric Brownian Motion Using It's Lemma to calculate (a) (3...
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Suppose the stock price St follows Geometric Brownian Motion Using It's Lemma to calculate (a) (3 points) d(St). dSt=StdtStdB. (b) (3 points) d(eSt). (c) (4 points) d(er(Tt)/St). Suppose the stock price St follows Geometric Brownian Motion Using It's Lemma to calculate (a) (3 points) d(St). dSt=StdtStdB. (b) (3 points) d(eSt). (c) (4 points) d(er(Tt)/St).
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