Question: Problem #12: We assume that the stochastic process for a stock price is an Arithmetic Brownian motion, with a drift of 54% [2 marks] and,

Problem #12: We assume that the stochastic process for a stock price is an Arithmetic Brownian motion, with a drift of 54% [2 marks] and, diffusion of 41%. Find the probability that the stock price will be between 0.08 and 1.66 in 5 years. (A) 0.12 (B) 0.10 (C) 0.13 (D) 0.11 (E) 0.14 Problem #12: Select v Problem #12: We assume that the stochastic process for a stock price is an Arithmetic Brownian motion, with a drift of 54% [2 marks] and, diffusion of 41%. Find the probability that the stock price will be between 0.08 and 1.66 in 5 years. (A) 0.12 (B) 0.10 (C) 0.13 (D) 0.11 (E) 0.14 Problem #12: Select v
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