2. Suppose that the stock price is given by 1 S(t) = So exp = ((-- ***) ++ow() u toWt) 2 with u = 0.1 per year, o 0.4 per year and so 40 euros. Find the probability of exercising a European Call option with strike of 24 euros, maturity of 2 years and written on the stock, where W(t) denotes the Wiener process