Let v t be the price of a stock per share at time t suppose, Basic Statistics

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Let v t be the price of a stock per share at time t suppose

Question: Let V (t) be the price of a stock, per share, at time t. Suppose that the stock's current value, per share, is $95.00 with drift parameter -$2 per year and variance parameter 5.29. If $ V (t): t ≥ 0 % is a geometric Brownian motion, what is the probability that after 9 months the stock price, per share, is below $80?

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Basic Statistics: Let v t be the price of a stock per share at time t suppose

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Basic Statistics: Let v t be the price of a stock per share at time t suppose

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