Question: Question 1 1 pts Consider a stock whose price at time is given by S, and that follows a geometric Brownian motion (GBM). The expected

Question 1 1 pts Consider a stock whose price at time

Question 1 1 pts Consider a stock whose price at time is given by S, and that follows a geometric Brownian motion (GBM). The expected return is 21% per year and the volatility is 45% per year. The current spot price is $30. Compute the expected spot price 14 months from now. Question 2 1 pts 19% per year and the volatility is 42% per year. The current spot price Consider a stock whose price at time i is given by S, and that follows a geometric Brownian motion (GBM). The expected return i is $40. Compute the mean of the log-spot 11 months from now. D Question 3 1 pts Consider a stock whose price at time t is given by S, and that follows a geometric Brownian motion (GBM). The expected return is 15% per year and the volatility is 43% per year. The current spot price is $38. Compute the probability that the spot price is less than 50 in 13 months from now. Question 4 1 pts Consider a stock whose price timet is given by S, and that follows a geometric Brownian motion (GBM). The expected return is 10% per year and the volatility is 33% per year. The current spot price is $5. Compute the expected value of 15 months from now. Question 1 1 pts Consider a stock whose price at time is given by S, and that follows a geometric Brownian motion (GBM). The expected return is 21% per year and the volatility is 45% per year. The current spot price is $30. Compute the expected spot price 14 months from now. Question 2 1 pts 19% per year and the volatility is 42% per year. The current spot price Consider a stock whose price at time i is given by S, and that follows a geometric Brownian motion (GBM). The expected return i is $40. Compute the mean of the log-spot 11 months from now. D Question 3 1 pts Consider a stock whose price at time t is given by S, and that follows a geometric Brownian motion (GBM). The expected return is 15% per year and the volatility is 43% per year. The current spot price is $38. Compute the probability that the spot price is less than 50 in 13 months from now. Question 4 1 pts Consider a stock whose price timet is given by S, and that follows a geometric Brownian motion (GBM). The expected return is 10% per year and the volatility is 33% per year. The current spot price is $5. Compute the expected value of 15 months from now

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