7. Let's say that the price Pt of a stock follows the following Random Walk model, P:=P-1+ (However, Pt here is the price of the stock taken from the log). The error term & i.e., the error term here is the log difference value of the stock price and therefore is interpreted as the yield of the stock) meets all assumptions in the textbook, especially a normal distribution with expected value = 0 and standard deviation = 5. When the current price P is 1,000 USD, what is the probability that the price of this stock will rise above 1,150 USD after 100 days? (up to 4 decimal places)