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Geometric brownian motion with an expected return

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A stock price follows Geometric Brownian Motion with an expected return of 16% p.a. andavolatility of 30% p.a. Today'sstockpriceis$50. Whatisthe expectedstockpriceat the end of tomorrow's trading? Whatisthe variance of tomorrow's end of tradingstockprice? Find two numbers such that tomorrow's end of tradingstockpricelies between those numbers with probability 0.95.

Reference no: EM131179245

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