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 stock price in 2 years? Obtain the mean and standard deviation of the distribution and construct a 95% confidence interval for the stock price.