Question: : We assume that the stochastic process for a stock price is an Arithmetic Brownian motion, with a drift of 49% and, diffusion of 35%.

: We assume that the stochastic process for a stock price

: We assume that the stochastic process for a stock price is an Arithmetic Brownian motion, with a drift of 49% and, diffusion of 35%. Find the probability that the stock price will be between 0.68 and 1.18 in 2 years. A) 0.37 (B) 0.36 (C) 0.39 (D) 0.40 (E) 0.38 : We assume that the stochastic process for a stock price is an Arithmetic Brownian motion, with a drift of 49% and, diffusion of 35%. Find the probability that the stock price will be between 0.68 and 1.18 in 2 years. A) 0.37 (B) 0.36 (C) 0.39 (D) 0.40 (E) 0.38

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