Question: 1. Consider a variable S that follows the process dS=dt+dW For the first three years, =2 and =3; for the next three years, =3 and

1. Consider a variable S that follows the process dS=dt+dW For

1. Consider a variable S that follows the process dS=dt+dW For the first three years, =2 and =3; for the next three years, =3 and =4. If the initial value of the variable is 5 , what is the probability distribution of the value of the variable at the end of year 6

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