= Suppose a stock price is lognormal with drift u and volatility o, in other words S(t) s(0)eft to +oW(t). Given K>0 , let Pk be the probability that S(T) > K. (a) Express Pk as the value of a particular integral. (b) Give an expression for Pk in terms of the cumulative normal distribution N(). = Suppose a stock price is lognormal with drift u and volatility o, in other words S(t) s(0)eft to +oW(t). Given K>0 , let Pk be the probability that S(T) > K. (a) Express Pk as the value of a particular integral. (b) Give an expression for Pk in terms of the cumulative normal distribution N()