2) (20 pts) Let a currency exchange rate be 0.9 now. The volatility of the exchange rate is 5% and interest rates in the both countries are the same. Assuming that the lognormal distribution applies, calculate the prob- ability that the exchange rate in n months will be (a) less than and equal to 0.8, (b) between 0.8 and 0.85, (c) between 0.85 and 0.9, (d) between 0.9 and 0.95, and (e) greater than 0.9 2) (20 pts) Let a currency exchange rate be 0.9 now. The volatility of the exchange rate is 5% and interest rates in the both countries are the same. Assuming that the lognormal distribution applies, calculate the prob- ability that the exchange rate in n months will be (a) less than and equal to 0.8, (b) between 0.8 and 0.85, (c) between 0.85 and 0.9, (d) between 0.9 and 0.95, and (e) greater than 0.9