Question
The time-t price of a stock is S(t). You are given: A stock's price follows Geometric Brownian motion with drift of 3% and diffusion
The time-t price of a stock is S(t). You are given: A stock's price follows Geometric Brownian motion with drift of 3% and diffusion of 38%. S(0) = 41 Calculate Pr(53 < S(9) < 62). A) 0.046 (B) 0.0433 (C) 0.0424 (D) 0.0451 (E) 0.0442
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Understanding financial statements
Authors: Lyn M. Fraser, Aileen Ormiston
9th Edition
136086241, 978-0136086246
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