Consider the usual Black-Scholes setting: Suppose we have = 0.20 and = 0.40. What is
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Consider the usual Black-Scholes setting:
Suppose we have μ = 0.20 and σ = 0.40. What is the expected value of the stock price after two years if the current price is $100? What is the standard deviation of the stock price value after two years?
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