10.15. Assume in the real world St Soelk02/2)T+ovtZ and in the risk-neutral world St = Soelr02/2)T+oVTZ. Suppose the values of r, o, u, T, K, S. (and hence d1, d2 as well) are unknown. Assume the real world is risk averse. Consider a European call on the asset with expiration T and strike K. 1. Suppose P(Z > d2) = 0.7 is known. What if anything is known about the probability of the call being exercised in the real world or risk neutral world? 2. Suppose P(Z > d) = 0.7 is known. What if anything is known about the probability of the call being exercised in the real world or risk neutral world? 10.15. Assume in the real world St Soelk02/2)T+ovtZ and in the risk-neutral world St = Soelr02/2)T+oVTZ. Suppose the values of r, o, u, T, K, S. (and hence d1, d2 as well) are unknown. Assume the real world is risk averse. Consider a European call on the asset with expiration T and strike K. 1. Suppose P(Z > d2) = 0.7 is known. What if anything is known about the probability of the call being exercised in the real world or risk neutral world? 2. Suppose P(Z > d) = 0.7 is known. What if anything is known about the probability of the call being exercised in the real world or risk neutral world