3. (25 points) Suppose that a stock price follows the Geometric Brownian motion: dSt = u St dt to StdW+ where the expected rate of return u is 16% and the volatility o is 30%. When the stock price at the end of a certain day is $50, calculate the following: Assume there are 365 days in one year. (a) The expected stock price at the end of the next day. (b) The standard deviation of the stock price at the end of the next day. (c) The 95% confidence limits for the stock price at the end of the next day