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Suppose that current stock price is 100 $. Its annualized volatility is 25 % and annualized return 10 % i.e. we assume that the

Suppose that current stock price is 100 $. Its annualized volatility is 25 % and annualized return 10 % i.e. we assume that the stock price follows dXt= 0.1 Xt dt+0.25 Xt dWt. Write the probability density function for the stock in 1 year. What is the mean and standard deviation of the terminal stock price? (standard deviation of price, not of return)

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