Consider a stock whose price in t > 0 years from today is St. The price process (St)tzo has the dynamics given by the following stochastic differential equation: dSt = 0.06Stdt +0.4StdWt, where (W) +20 is a standard Brownian motion. The initial stock price is So the interest rate of continuous compounding is r = 0.05. = 100 and a. (6) Calculate the expected value of the stock price in three months from today. b. (8) Calculate the variance of the stock price in three months from today. c. (8) What is the probability that the stock price will be at least 108 in three months from today?