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The monetary value of a investor's portfolio, in millions of dollars, follows the procedure Ito: dx = -2(x-5) dt + x dt. If the current

The monetary value of a investor's portfolio, in millions of dollars, follows the procedure Ito:

dx = -2(x-5) dt + x dt.

If the current portfolio value is 3, use the independent random numbers 0.47 and -0.63 sequentially from the standardized standard N (0.1) distribution and a 15 day time step to give the potential portfolio value at the end of the following month.

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