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When a stock price, 5, follows geometric Brownian motion with mean return m and volatility s what is the process follows by X where X
When a stock price, 5, follows geometric Brownian motion with mean return m and volatility s what is the process follows by X where X = In S O dX = (m - 52/2) dt + s dz O dx = (m - s2/2) de + sm dz O dx = (m - s?) dt + s dz O dx = (m - s/2) dt + s dz O dx = (m - s'/2) dt + s' dz O dx = (2m - $2/2) dt + sm dz
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