问题如下：
What is the formula for the expected return (with continuous compounding) over a time period of T when the Black-Scholes-Merton assumptions are made?
选项：
解释：
The expected return is μ,
/2. (This does not depend on T.)
答案是u-sigma^2/2吗?就是在讨论stock price movements那里讨论的那样
