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The logarithmic return for a stock is normal with an annualized mean of 12% and an annualized standard deviation of 50%. If the analysis took

The logarithmic return for a stock is normal with an annualized mean of 12% and an annualized standard deviation of 50%.

If the analysis took place in a risk neutral economy, what would be the estimated probability of losing money? Show each step of your calculation.

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