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Let {St, t 0} a Geometric Brownian motion process with r = 6 and volatility = 3. If S 0 = 12, nd: a) P [S1.6 > 40] b) P [S0.6 <= 10] c) P [S0.8...

Let {St, t ≥ 0} a Geometric Brownian motion process with µ r = 6 and volatility σ = 3. If S 0 = 12, find:

a) P [S1.6 > 40]

b) P [S0.6 <= 10]

c) P [S0.8 > S0.6]

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