An investor holds a one-year option (European) on this stock. This enables him to purchase, one year from now, one share of stock at $25 per share. The value of his option will depend upon the price of the stock one year from now. If the price rises to only $23, the option is worthless. 1. Compute the mean and standard deviation of the stock price. 2. Derive the distribution of the option value, ignoring interest and commissions. 3. 'What is the probability that the option will have positive value? 4. Compute the mean and standard deviation of the value of the option. 5. How much would you be willing to pay for this option