Stock a follows a geometric brownian motion where the drift


Stock A follows a geometric Brownian motion where the drift factor is 0.93 and the variance factor is 0.55. At some particular time t, it is known that dt = 0.035, and dZ(t) = 0.43. At time t, the stock trades for $2354 per share. What is the instantaneous change in the price of stock A?

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Financial Management: Stock a follows a geometric brownian motion where the drift
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