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Suppose Xt is a geometric Brownian motion with 0 Suppose Xt is a geometric Brownian motion with O < p < +00. Which one ofthe

Suppose Xt is a geometric Brownian motion with 0

Suppose Xt is a geometric Brownian motion with O < p < +00. Which one ofthe following statements is true? 1 point O Xt2 is a martingale. O Xt is a martingale.

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