Given the following Ito process for a stock: $d S _ { t } = 0.2 S _ { t } d t + 0.4 S _ { t } d W$ , what is the expected value of the stock after 3 years if the current price of the stock is $50?
A) $71.67
B) $86.40
C) $91.11
D) $115.82

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The Answer of Given the following Ito process for a stock: $d S _ { t } = 0.2 S _ { t } d t + 0.4 S _ { t } d W$ , what is the expected value of the stock after 3 years if the current price of the stock is $50?
A) $71.67
B) $86.40
C) $91.11
D) $115.82

Given the Following Ito Process for a Stock dSt=0.2Stdt+0.4StdWd S _ { t } = 0.2 S _ { t } d t + 0.4 S _ { t } d WdSt​=0.2St​dt+0.4St​dW

Given the Following Ito Process for a Stock $d S _ { t } = 0.2 S _ { t } d t + 0.4 S _ { t } d W$