The relative change of the stock price during the day is modeled with the random variable R1, where the random variable R is lognormally distributed, i.e. the natural logarithm of R, log R, follows a normal distribution. Based on historical market data, the expected value of the random variable log R has been estimated as 6.0 and the standard deviation as 3. Use this model to calculate the probability that the share's value will fall by more than 3 percent from its current value in the next day. Enter the exact value or approximation of your answer to three significant figures. Use a period as the decimal separator.