Please help me with this one

2) Assume that the stock price follows a geometric Brownian motion, where the current price SO = 100, expected return u = 0 and volatility o : 0.80. The riskfree rate r : 0.02 pa For each of the following scenarios, find the worstcase value of the portfolic in 6 months such that there is only 2.5% chance of the actual value being lower. a) An investor owns 10,000 shares of this stock. (2 marks) b) An investor owns a call option on 100,000 shares of the stock with a strike price of $80 and a maturity of 2 years. (2 marks) c) An investor owns a put option on 100,000 shares of the stock with a strike price of $120 and maturity of 2 years. (2 marks)