Question: Problem 4. Consider a variable, S, that follows the process dS = u dt + o dz For the first three years, u = 2

Problem 4. Consider a variable, S, that follows the process dS

Problem 4. Consider a variable, S, that follows the process dS = u dt + o dz For the first three years, u = 2 ando = 3; for the next three years, u = 3 ando = 4. If the initial value of the variable is 5, what is the probability distribution of the value of the variable at the end of year six

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