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You know that the prices on a stock market follow a lognormal geometric random walk. M = Given the following parameters: - 0,15 02 =
You know that the prices on a stock market follow a lognormal geometric random walk. M = Given the following parameters: - 0,15 02 = 0,04, O calculate: The expected log return for 5 years The median log return for 10 years The median gross 10-year return O O If the stock price starts at $100, what is the expected price after 10 years? You know that the prices on a stock market follow a lognormal geometric random walk. M = Given the following parameters: - 0,15 02 = 0,04, O calculate: The expected log return for 5 years The median log return for 10 years The median gross 10-year return O O If the stock price starts at $100, what is the expected price after 10 years
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