老师，麻烦讲解下这个题。

问题如下：

What does the Black-Scholes-Merton model assume about stock price movements?

选项：

解释：

The return over any very short period of length $\triangle t$is normally distributed with mean$\mu\triangle t$ and standard deviation $\sigma\sqrt{\triangle t}$ where μ, is the expected return and u is the volatility. In theory, this is true only in the limit as$\triangle t$ tends to zero.