The yearly log returns on a stock are normally distributed with mean 0.1 and standard deviation 0.2.

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The yearly log returns on a stock are normally distributed with mean 0.1 and standard deviation 0.2. The stock is selling at $100 today. What is the probability that one year from now it is selling at $110 or more?

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Statistics And Data Analysis For Financial Engineering

ISBN: 9781461427490

1st Edition

Authors: David Ruppert

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Question Posted: Jun 24, 2016 06:27 AM

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The yearly log returns on a stock are normally distributed with mean 0.1 and standard deviation 0.2.

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To have a price greater than 110 we mus...View the full answer

Statistics And Data Analysis For Financial Engineering

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