Determine the simulated average ratio of the stock

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Stock prices are lognormally distributed with annual return parameters p=0.10 and o =0.2. The stock price after 2 years is simulated using the antithetic variate method

The following random numbers from the uniform distribution on [0.1] are used:0.27,0.83,0.15. Six trials are run.

Determine the simulated average ratio of the stock price at the end of two years to the current stock price.

Reference no: EM133111535

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