The share price of company CBA exhibits an instantaneous drift of 17% per year with a return

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The share price of company CBA exhibits an instantaneous drift of 17% per year with a return volatility of 23%. What is the probability of the CBA shares fall below $105 after 9 months when that cost $120 today?

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Fraud examination

ISBN: 978-0538470841

4th edition

Authors: Steve Albrecht, Chad Albrecht, Conan Albrecht, Mark zimbelma

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Posted Date: Apr 12, 2023 05:19 AM

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The share price of company CBA exhibits an instantaneous drift of 17% per year with a return

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To calculate the probability of the CBA shares falling below 105 after 9 months we can use the Black... View the full answer

Fraud examination

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