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Which of the following is true when the stock price follows geometric Brownian motion? A. The future stock price has a truncated normal distribution B.
Which of the following is true when the stock price follows geometric Brownian motion?
A. The future stock price has a truncated normal distribution
B. The future stock price has geometric distribution
C. The future stock price has a lognormal distribution
D. The future stock price has a normal distribution
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