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)?

Evaluate cos2θ for cosθ = square root of 3/2

Part a: sam rented a boat at $225 for 2 days. if he rents the same boat for 5 days, he has to pay a total rent of $480. write an equation in the standard form to represent the total rent (y) that sam has to pay for renting the boat for x days. (4 points)

Miss henderson wants to build a fence around a rectangular garden in her backyard in the scale drawing the perimeter of the garden is 14 in of the actual length of a b is 20 ft how many feet of fencing what you need