Which of the following is a property of Brownian motion? Dispersion evolution Semi-stable limit cycles None of the other responses. Poisson jumps Independent increments In calculating conditional/partial expectations in the BSM model, the constant d^2 turned out to be quite important. Which of the following is it? The logarithm of the normal PDF. The inverse of the transformation used to go from normal to lognormal distribution, applied to a "strike price". The normal CDF, applied to a "strike price" None of the other responses. The inverse of the normal CDF