5 Suppose X, is a geometric Brownian motion with u: 1. g? = 1. Given X, = 1. find the probability of X, < 3. Round vour answer to 2 digits

Trigonometry (MindTap Course List)
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ISBN:9781337278461
Author:Ron Larson
Publisher:Ron Larson
Chapter6: Topics In Analytic Geometry
Section6.4: Hyperbolas
Problem 5ECP: Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.
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5. Suppose X÷
a geometric Brownian motion with u = 1, o² = 1. Given X1
1, find the probability of X3 < 3. Round your answer to 2 digits.
Transcribed Image Text:5. Suppose X÷ a geometric Brownian motion with u = 1, o² = 1. Given X1 1, find the probability of X3 < 3. Round your answer to 2 digits.
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