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elf_fu elf_fu
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Posts: 705
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6 years ago
A stock is valued at $55.00. The annual expected return is 12.0% and the standard deviation of annualized returns is 22.0%. If the stock is lognormally distributed, what is the expected price after 3 years?
A) $78.83
B) $88.83
C) $98.83
D) $108.83
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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Posts: 471
6 years ago
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elf_fu Author
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6 years ago
Thank you phuongha2892
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