6. A stock price is governed by a geometric Brownian motion model with the following parameters: Current stock price equals 54.60. . Volatility equals 70.71% per year. . continuously compounded expected return rate equals 15.00% per year. The stock pays no dividends, and there are no transaction costs when it is bought or sold. Calculate the probability that a two-year European call option purchased today with a strike price of 75.00 will be exercised