A risk manager would like to simulate the price of a stock using the discretized GBM, where St+t = St + Stt + tStt with and denote, respectively, the stock annual mean return and annual volatility. The data suggest that the weekly mean return on the stock is 0.25% and the weekly volatility is 3%. Assuming a weekly time step of t = 1/52 (in terms of annual units), what is the appropriate estimate of ?