Question: 2: We assume that the stochastic process for a stock price is an Arithmetic Brownian motion, with a drift of 47% and, diffusion of 50%.

2: We assume that the stochastic process for a

2: We assume that the stochastic process for a stock price is an Arithmetic Brownian motion, with a drift of 47% and, diffusion of 50%. Find the probability that the stock price will be between 0.41 and 2.00 in 6 years. (A) 0.22 (B) 0.24 (C) 0.26 (D) 0.23 (E) 0.25 2: B

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