Suppose that current stock price is 100 $. Stock pays no dividends. Its annualized volatility is 20 % and return 2% i.e. we assume that the stock price follows dXt = 0.02 Xt dt+0.20 Xt dWt. Write the probability density function for the stock in 1 month, 1 year and in 3 years. Write the same probability density functions in risk neutral world assuming constant interest rate 4% per year and stock pays no dividends.