The price of a certain security follows a geometric Brownian motion with drift parameter p = 0.12 and the volatility parameter o = 0.24. If the current price of the security is $40, then the probability that a call option, having three months until expiration and with a strike price of K = $50 will be exercised, is given by - 0.0239 0.0535 0.0827 0.4761