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Geometric brownian motion process

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Let S(t), t ≥ 0 be a stock price process modeled by a geometric Brownian motion process with drift parameter µ = 0.2 and volatility parameter σ = 0.3. What is the probability that the price at time t = 2 will be larger than the price today (time t = 0)?

Reference no: EM132332054

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