Solve clearly

21. The time-t price of a stock is S{t). The stock price is modeled as following geometric Brownian motion. You are given: The stock's continuously compounded expected rate of return is 0.15. The stock's continuously compounded dividend yield is 0.04. The stock's volatility is 0.3. 5(0) = 45. S[D.6) = 4?. Calculate P(S{l ) s: 45} given the above facts