Genrons real assets follow a log-normal distribution. In particular, asset value at any future date t is described by: Vt = e^(Wt) . where at each point in time t, Wt is a standard Wiener process following a normal distribution with mean zero and variance t. Genron has a single zero coupon bond with face value of 0.75 due four years from now t = 4. Compute the probability of default on this bond.