I'm not sure what is your intended audience. I have no ideas what is a "<i>exponentiated mean-reverting Brownian motion</i>" and I have a PhD in Math.<p>I have a few ideas of what it could be, mostly because I took a few Physics classes, and I'm trying to match the possible models to the graphs.<p>You should give a minimal explanation of what is the undelaying model, and also make the question more clear, super clear, it's not clear enough.<p>[spoiler alert] I don't understand why 9 is an obvious bad answer, but perhaps the problem is that I'm using a bad model. Can I google it?
You are asked one mathematically subtle question about mean-reverting processes.<p>Results will be part of a submitted academic paper. Thanks to all who participate.