Let s(t), t ≥ 0 be a stock price process modeled by a geometric brownian motion process with drift parameter µ = 0.2 and volatility parameter σ = 0.3. what is the probability that the price at time t = 2 will be larger than the price today (time t = 0)?

Which of the symbols correctly relates the two numbers below check all that apply 6? 6

In the diagram, points d and e are marked by drawing arcs of equal size centered at b such that the arcs intersect ba and bc. then, intersecting arcs of equal size are drawn centered at points d and e. point p is located at the intersection of these arcs. based on this construction, m , and m

Given: lines a and b are parallel and line c is a transversal. prove: 2 is supplementary to 8 what is the missing reason in the proof? statement reason 1. a || b, is a transv 1. given 2. ∠6 ≅ ∠2 2. ? 3. m∠6 = m∠2 3. def. of congruent 4. ∠6 is supp. to ∠8 4. def. of linear pair 5. ∠2 is supp. to ∠8 5. congruent supplements theorem corresponding angles theorem alternate interior angles theorem vertical angles theorem alternate exterior angles theorem