You know that the prices on a stock market follow a lognormal geometric random walk. Given the following parameters: 0,15 o? = 0,04, calculate: The expected log return for 5 years The median log...

You know that the prices on a stock market follow a lognormal geometric random walk.<br>Given the following parameters:<br>0,15<br>o? = 0,04,<br>calculate:<br>The expected log return for 5 years<br>The median log return for 10 years<br>The median gross 10-year return<br>If the stock price starts at $100, what is the expected price after 10 years?<br>

Extracted text: You know that the prices on a stock market follow a lognormal geometric random walk. Given the following parameters: 0,15 o? = 0,04, calculate: The expected log return for 5 years The median log return for 10 years The median gross 10-year return If the stock price starts at $100, what is the expected price after 10 years?

Jun 10, 2022

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You know that the prices on a stock market follow a lognormal geometric random walk. Given the following parameters: 0,15 o? = 0,04, calculate: The expected log return for 5 years The median log...

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