Question: Lets stock return is distributed with = 16% per annum, = 20% per annum S0 = 40, T = 6 month. What would be the

Lets stock return is distributed with = 16% per annum, = 20% per annum S0 = 40, T = 6 month. What would be the lower limit of the stock price with 95% probability (1.96 standard deviations) assuming that the return is lognormally distributed?

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