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When a stock price, S , follows geometric Brownian motion with mean return m and volatility s what is the process followed by X where

  1. When a stock price, S, follows geometric Brownian motion with mean returnm and volatilitys what is the process followed by Xwhere X = ln S.
  2. dX =m dt +s dz
  3. dX = (mr) dt +s dz
  4. dX = (ms2) dt +s dz
  5. dX = (ms2/2) dt +s dz

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