Question

Let {st, t\geq0} be a geometric brownian motion process with expected return \mu r= 6 and volatility \sigma = 3. if s0= 12, find



a.e[s0.5]



b.var[s0.75]



c.p[s1.6>40]



d.p[s0.6?10]



e.p[s0.8> s0.6]

Answer 1

SORRY..CAN'T HELP

but I'll try my best to answer it.....