Consider a stock has an expected return of $0\mathrm{.}1$ per annum, and has volatility of $0\mathrm{.}2$ per annum. If the current price is $100$ and dt$=0\mathrm{.}01,$ and Zt$=-0\mathrm{.}475,$ using the GBM model, what is the stock price over the next period?

$99\mathrm{.}14.$

$99\mathrm{.}74.$

$99\mathrm{.}33.$

$99\mathrm{.}71.$

$100\mathrm{.}34.$