Question \# 3 (5 Points) Consider Question\#3 of Assignment\#3. Assume that the actual (Not Risk-Neutral) stock price process follows the Lognormal Distribution (as in the Black-Scholes-Merton Model) with Mu, \%, Per Annum [Expected Return] of 30.00, and Sigma, \%, Per Annum [Volatility] of 54.10. For the most suitable strategy, calculate: (a) the Probability,\%, of Loss (negative P\&L), and (b) the Probability,\%, of Positive Profit more than \$10. PROVIDE KEY WORK DETAILS BELOW. ANSWER: Question \# 3 (5 Points) Consider Question\#3 of Assignment\#3. Assume that the actual (Not Risk-Neutral) stock price process follows the Lognormal Distribution (as in the Black-Scholes-Merton Model) with Mu, \%, Per Annum [Expected Return] of 30.00, and Sigma, \%, Per Annum [Volatility] of 54.10. For the most suitable strategy, calculate: (a) the Probability,\%, of Loss (negative P\&L), and (b) the Probability,\%, of Positive Profit more than \$10. PROVIDE KEY WORK DETAILS BELOW