A company's cash position (measured in millions of dollars) follows a

generalized Wiener process falling on average $0.2m per quarter with

volatility of $1.3m per quarter. How high must the initial cash balance

be for the probability of a negative balance after 1.75 years not to exceed

5%?

(a) $7.057m

(b) $3.179m

(c) $6.007m

(d) $7.557m

(e) None of the above.