Question: Let S ( t ), t > 0 be a geometric Brownian motion process with drift parameter = 0 , 2 and volatility parameter =

Let S(t), t > 0 be a geometric Brownian motion process with drift parameter = 0, 2

and volatility parameter = 0, 4. Find

(a) P(S(1) > S(0));

(b) P(S(2) > S(1) > S(0));

(c) P(S(3) < S(1) > S(0)).

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