ratios S(n 1) Starting at some fixed time, let S(n) denote the price of a certain secu- rity at the end of n additional weeks, n > 1. A popular model for the evolution of these prices assumes that the prices assumes that the price S(n) \"% for n > 1 are independent and identically distributed lognormal random variables. Assuming this model, with lognormal parameters u = 0.0165 and o = 0.0730, what is the probability that: (a) the price of the security increases over the next week. (b) the price at the end of two weeks is higher than it is today? ratios S(n 1) Starting at some fixed time, let S(n) denote the price of a certain secu- rity at the end of n additional weeks, n > 1. A popular model for the evolution of these prices assumes that the prices assumes that the price S(n) \"% for n > 1 are independent and identically distributed lognormal random variables. Assuming this model, with lognormal parameters u = 0.0165 and o = 0.0730, what is the probability that: (a) the price of the security increases over the next week. (b) the price at the end of two weeks is higher than it is today