Question: 5. black-scholes model Q5 Consider the Black-Scholes model for a stock (model of the stock under the risk neutral probability Q). Parameters are r, 8,

5. black-scholes model

Q5 Consider the Black-Scholes model for a stock (model of the stock under the risk neutral probability Q). Parameters are r, 8, 9, T, and So. Derive the formula for Eq[ST) and Varg[Sr]. Q5 Consider the Black-Scholes model for a stock (model of the stock under the risk neutral probability Q). Parameters are r, 8, 9, T, and So. Derive the formula for Eq[ST) and Varg[Sr]

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