The relative change of the share price in a certain time interval is modeled with the random variable R1, where the random variable R is lognormally distributed, i.e. the natural logarithm of R, L=log R, follows a normal distribution. Based on historical market data, the expected value of the random variable log R has been estimated as 0.1 and the standard deviation as 1.5. Use this model to calculate the probability that the value of the stock will fall by more than 3 percent of its current value during the time period. Enter the exact value or approximation of your answer to three significant figures. Use a period as the decimal separator. (Hint: x < y if and only if log(x) < log(y). The question is about the event about R, but by looking at the cumulative functions, you can move on to looking at the event about L, to which you can apply standard normal distribution formulas.)