Question: 2. Consider a geometric Brownian motion dSt = uStat + ostdWt, So = So, where u = 0.3, 0 = 0.4 and so = 10.

2. Consider a geometric Brownian motion dSt = uStat + ostdWt,

2. Consider a geometric Brownian motion dSt = uStat + ostdWt, So = So, where u = 0.3, 0 = 0.4 and so = 10. Simulate 100000 discretized Brownian paths over [0, 1] with time step ot = 2-9. Note that we have the "exact solution" St = So exp ((M - 202)t + owt). For 5 different step sizes: At = 2P-1St, 1

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