Question

The following numbers were randomly generated from a standard normal distribution:

-0.25    0.3     1.5     -1.2     -1.65     1.5

Suppose a security follows a geometric Brownian motion with volatility parameter, sigma=0.2, and drift parameter mu=-0.01.  If the initial closing price is S0=s=50, compute six more simulated daily closing prices. 

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