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)?

a 270° rotation about point p says on e d g e n u it y (had to space it out because it says it's a misspelling so i couldn't submit it

0.6, 3/5, and 6% are the 3 same portion.

but, when they're all changed to a decimal they would equal to 0.6.

hope this , good luck!

1 + (6 / x - 1)

step-by-step explanation:

divide using polynomial division.