3.(20 points) An asset's price for T > 0 can be modeled as a Geometric Brownian Process, and given as S(T) = S(0)6-efyrtown) where nisset's expected yearly return 0 = usset's yearly volatility, Let S(0) = 100, h = 0.125, and a = 0.5 be given. Find the probability that the stock price exceeds 100 after one year