64. Consider the Black-Scholes model with stock price process 3(0 = 3(0) exp((# - 62/2)!3 + 030)); where t 2 0 is the time (in years), B (t) is a standard Brownian motion, ,u is the drift, and or > 0 is the volatility of the stock. If ,u = 1.01"", or = 2 - 1.01\"\" and the stock price on January 1 is 8(0) = (MN + DD)/10, (a) Determine the probability that the stock price is below 0.6 - MM on September 1 of that year. (b) How does the result in a) change if you know that the stock price is equal to 0.6 - MM on December 1 of that year? (c) How does the result in a) change if you know that the stock price is equal to 0.6 - PM on March 1 of that year? (d) Determine the probability that the stock price is below 0.5 - MM on September 1 of that year and larger than 0.9 - MM on January 1 of next year