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8. Suppose that current stock price is 80 $. Its annualized volatility is 25% and annualized return 12% i.e. we assume that the stock

8. Suppose that current stock price is 80 $. Its annualized volatility is 25% and annualized return 12% i.e. we assume that the stock price follows dXt=0.12 Xt dt+0.25 Xt dWt. Write the probability density function for the stock in 1 year. What is the mean and standard deviation of the terminal stock price? (standard deviation of price, not of return)

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