2. Consider an S that follows the process dS(t) = S(t)dt+oS(t)dW(t). For the first three years, = 20% and o 30%; for the next three years, = 30% and o = 40%. If the initial value of the process is 50, what is the probability distribution of the value of S at the end of year 6? be

2. Consider an S that follows the process dS(t)=S(t)dt+S(t)dW(t). For the first three years, =20% and =30%; for the next three years, =30% and =40%. If the initial value of the process is 50 , what is the probability distribution of the value of S at the end of year 6