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)?

the correct answer is 1: 2

step-by-step explanation:

hope this your welcome : )

8(1/6)

step-by-step explain:

49/6= 48

8 (1/6)

for certain loans like mortgage loans, lenders scrutinize your debt to income ratio when you are applying for credit because it them evaluate your ability to repay your debts.