5. Suppose Xt is a geometric Brownian motion with u = 1,02 = 1. Given X1 = 1, find the probability of X3 < 3. Round your answer to 2 digits. %3D %3D Enter answer here

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5. Suppose Xt is a geometric Brownian motion with u = 1,02 = 1. Given X1 = 1, find the
probability of X3 < 3. Round your answer to 2 digits.
%3D
%3D
Enter answer here
Transcribed Image Text:5. Suppose Xt is a geometric Brownian motion with u = 1,02 = 1. Given X1 = 1, find the probability of X3 < 3. Round your answer to 2 digits. %3D %3D Enter answer here
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