Suppose that a share of a company has a certain price S(0) whose expected return is 25% per annum and volatility is 9% per annum. When S(0) = $84, calculate each of the following:

(a) The expected stock price in 17 days;

(b) The standard deviation of the stock price in 17 days;

(c) The 95% confidence interval for the stock price in 17 days.

(d) The 99.7% confidence interval for the stock price in 17 days.