A stock price is currently $60 per share and follows the geometric Brownian motion dPt = Pt

A stock price is currently $60 per share and follows the geometric Brownian motion dPt = μPt dt + σPt dt. Assume that the expected return μ from the stock is 20% per annum and its volatility is 40% per annum. What is the probability distribution for the continuously compounded rate of return of the stock over 2 years?

Obtain the mean and standard deviation of the distribution.