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10.15. Assume in the real world St = Soek02/2)T+ovtZ and in the risk-neutral world ST = Soe(r-o2/2)T+0VTZ. Suppose the values of r, o, p, T, K, S. (and hence d, d2 as well) are unknown. Assume the real world is risk averse. Consider a European call on the asset with expiration T and strike K. 1. Suppose P(Z > d2) 0.7 is known. What if anything is known about the probability of the call being exercised in the real world or risk neutral world? 2. Suppose P(Z > d) 0.7 is known. What if anything is known about the probability of the call being exercised in the real world or risk neutral world? Note that the probability of the call being exercised in the risk-neutral world is not useful for math finance. = 10.15. Assume in the real world St = Soek02/2)T+ovtZ and in the risk-neutral world ST = Soe(r-o2/2)T+0VTZ. Suppose the values of r, o, p, T, K, S. (and hence d, d2 as well) are unknown. Assume the real world is risk averse. Consider a European call on the asset with expiration T and strike K. 1. Suppose P(Z > d2) 0.7 is known. What if anything is known about the probability of the call being exercised in the real world or risk neutral world? 2. Suppose P(Z > d) 0.7 is known. What if anything is known about the probability of the call being exercised in the real world or risk neutral world? Note that the probability of the call being exercised in the risk-neutral world is not useful for math finance. =