Stock X is log normal Therefore, log X is a normal random variable We know that the variance of In X is o Assuming no arbitrage find the mean of log X Stock X is log normal Therefore, log X is a normal random variable We know that the variance of In X is o Assuming no arbitrage find the mean of lo...

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Investment

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Authors: Zvi bodie, Alex kane, Alan j. marcus

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Stock X is log-normal. Therefore, log X is a normal random variable. We know that the...

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