I need help with this question please. Anything will be helpful. Thank you.

Problem 7. A stock price index at time t follows the stochastic differential equation % = 0.15 dt + 0.26 dZt t where Z is Brownian motion. The stock index pays a continuous dividend at the rate 5 = 0.03. The continuously compounded interest rate is r = 0.02. The current stock index price is SD = 100. Consider a call option written on the stock index that expires in one year with a strike price of K = 115. (1) [4 points] What is the probability that the call option expires in the money? (2) [6 points] Assume that you have purchased the call option at time 0 at the Black Scholes price. What is the probability that your prot at option expiration is positive