Suppose that stock price of XYZ corp. follows stochastic Ito process with drift rate of 15%...
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Suppose that stock price of XYZ corp. follows stochastic Ito process with drift rate of 15% per annum and standard deviation rate of 30% per annum. Current stock price of XYZ corp. is $50. Assuming that stochastic shock epsilon (e) is equal to 0.65, the stock price of XYZ corp. next month is $50.63 • $51.50 • $53.44 • $57.50 • $67.25 Suppose that stock price of XYZ corp. follows stochastic Ito process with drift rate of 15% per annum and standard deviation rate of 30% per annum. Current stock price of XYZ corp. is $50. Assuming that stochastic shock epsilon (e) is equal to 0.65, the stock price of XYZ corp. next month is $50.63 • $51.50 • $53.44 • $57.50 • $67.25
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