Consider the Geometric Brownian Motion (GBM) process dSt=Stdt+StdBt,S0=1 A stock price follows the above GBM, so that for the first two years, =4 and =2, and for the next two years, =0 and =2. Express the probability P[S40, as a function of the cumulative distribution function, N(), of the standard normal distribution. Hint: You can make use of the equivalent expression St=S0exp((22)t+Bt)