Suppose that a stock price has an expected return of 12% per annum and a volatility of 24% per annum. When the stock price at the end of a certain day is $40, calculate the following: i) The expected stock price at the end of the next day. ii) The standard deviation of the stock price at the end of the next day. 111) The 98% confidence limits (intervals) for the stock price at the end of the next day. iv) Probability of finding the stock price in between $41 and $44 at the end of the next day. Suppose that a stock price has an expected return of 12% per annum and a volatility of 24% per annum. When the stock price at the end of a certain day is $40, calculate the following: i) The expected stock price at the end of the next day. ii) The standard deviation of the stock price at the end of the next day. 111) The 98% confidence limits (intervals) for the stock price at the end of the next day. iv) Probability of finding the stock price in between $41 and $44 at the end of the next day