*Answers given in Hull 9th edition solutions*

I need to know how to compute this problem in Excel

A company's cash position, measured in millions of dollars, follows a generalized Wiener

process with a drift rate of 0.1 per month and a variance rate of 0.16 per month. The initial

cash position is 2.0.

(a) What are the probability distributions of the cash position after one month, six

months, and one year?

(b) What are the probabilities of a negative cash position at the end of six months and

one year?

(c) At what time in the future is the probability of a negative cash position greatest?