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A stock price is currently $100 and it follows geometric Brownian motion with an expected return of 15% and volatility o

Posted: Tue Apr 26, 2022 11:14 am
by answerhappygod
A Stock Price Is Currently 100 And It Follows Geometric Brownian Motion With An Expected Return Of 15 And Volatility O 1
A Stock Price Is Currently 100 And It Follows Geometric Brownian Motion With An Expected Return Of 15 And Volatility O 1 (31.51 KiB) Viewed 43 times
A stock price is currently $100 and it follows geometric Brownian motion with an expected return of 15% and volatility of 20% per year. What is the probability that the stock price at the end of 6 months will be less than or equal to $100? a. 0.3228 Ob. 0.5000 OC. 0.6772