Starting at some fixed time, let l(n) denotesthe price of an Indo-African Bank share at theend of n additional weeks, n >=1; and let theevolution of these prices assumes that theprice ratios I (n)/l (n-1) for n>=1 areindependent and identically distributed.lognormal random variables. Assuming thismodel, with lognormal parameters mean andsd, what is the probability that the price of theshare at the end of the M weeks is higher thanit is today?Mean= 0.013, sd= 0.046, M=4.

Given that at some fixed time, let denotes the price of an Indo-African Bank share at the end of n…

Answered: Starting at some fixed time, let 1(n)…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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