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Thank you for the answer! 6) Let X (t) be a geometric Brownian motion with initial value X (0) = 1, drift parameter p =

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6) Let X (t) be a geometric Brownian motion with initial value X (0) = 1, drift parameter p = 1, and variance 0'2 = 2. a) Compute the mean value m(t) = E[X (15)] for all t 2 0. b) Compute the expected values mn(t) = E[(X(t))\"] for integer n 2 1 and t Z 0. 0) Compute E[X (2)X (3)]. (1) Compute E[X(2)X (3)X (5)]

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