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Posted: **Thu Apr 28, 2022 7:41 am**

: 3 Marks Let T 0 Be Fixed Assume That A Random Variable St Satisfies In St In So R 02 2 T Owt Where So 1 (42.24 KiB) Viewed 40 times

(3 marks) Let T > 0) be fixed. Assume that a random variable ST satisfies In ST = In So + (r – 02/2)T +oWT, , where So > 0, r > 0 and o > 0 are known constants. E le -rᎢ Find T ,1] E [e=+7 (In ST)°) in terms of T, So, r and 0.