A stock price follows GBM with an expected (annual) return of 20% and volatility of 30%. The current price is Rs 400. What is the probability that a European call on this stock with expiry in 6 months and exercise price of Rs450 will be exercised? You may use the following data about the cdf o of standard normal distribution: X 0.1 0.2 0.3 0.5 0.6 0.4 0.65 0.54 0.58 0.62 0.69 0.73