3. Consider the physical Black-Scholes model : Se = Soelu-302)t+oW+ 2 where So = 100, p= 0.07,0 = 0.2. Compute the following (physical) probabilities: a) The probability that the log return on [0, 1] is more than 0.07 b) The probability that the percentage return on [0, 1] is more than 0.07 3. Consider the physical Black-Scholes model : Se = Soelu-302)t+oW+ 2 where So = 100, p= 0.07,0 = 0.2. Compute the following (physical) probabilities: a) The probability that the log return on [0, 1] is more than 0.07 b) The probability that the percentage return on [0, 1] is more than 0.07