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the following questions The price of an asset follows a Geometric Brownian motion with a value at t= 0 of $100, expected continuously compounded return
the following questions The price of an asset follows a Geometric Brownian motion with a value at t= 0 of $100, expected continuously compounded return of 12%, variance of 0.25 . What is the formula to calculate the value of the asset at time t ? In the formula (1), calculate the value of the asset at t=4 (assume Z=0.3 )
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