Finance Exam involving: Options, Stochastic Processes, Binomial Model, Black-Scholes Model

Example:A variable is currently 40It follows a Markov processProcessis stationary (i.e. the parameters of the process do not change as we move through time)At the end of 1 year the variable will have a normal probability distribution with mean 40 and standard deviation 10QuestionsWhat is the probability distribution of the stock price at the end of 2 years? ½ years? ¼ years? Dt years? 

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