Question: Consider the case where an asset price, S(t), with initial price $100 is governed by a geometric Brownian motion: S(t) = 100 e^-0.0950t + 0.5

Consider the case where an asset price, S(t), with initial price $100 is governed by a geometric Brownian motion: S(t) = 100 e^-0.0950t + 0.5 B(t), 0 lessthanorequalto t

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