**I need help with this question please:**

**Question: Assume that a stock index follows a risk-neutral geometric motion with drift µ = (r − q) − σ 2 /2 where q is the index dividend yield. Show that the probability that a European call (on this stock index) is exercised, is equal to Φd 2. m,**

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- I need help with these two questions, Can someone help and explain how they got that answer for some understanding? :) Thanks

- Please refer to the attachment to answer this question. This question was created from HW 7 - C241 F17.pdf.

- Please refer to the attachment to answer this question. This question was created from Chapter 10 quiz statistics.docx.