Question: The quantity Xt follows an Arithmetic Brownian motion with drift 3 and volatility 2. Suppose X0 = 100. What is the probability that X1 is

The quantity Xt follows an Arithmetic Brownian motion with drift 3 and volatility 2. Suppose X0 = 100. What is the probability that X1 is at least 100? Recall that for an Arithmetic Brownian motion with drift and volatility , the change in time interval is normally distributed with mean and variance 2

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