What is formula to calculate the value of asset at time t, Finance Basics

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What is formula to calculate the value of asset at time t

Problem

• The price of an asset follows a Geometric Brownian motion with a value at t =0 of $100, expected continuously compounded return of 12%, variance of 0.25. What is the formula to calculate the value of the asset at time t?

• In the formula, calculate the value of the asset at t=4 (assume Z = 0.3)

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Finance Basics: What is formula to calculate the value of asset at time t

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Finance Basics: What is formula to calculate the value of asset at time t

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