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l. A stock price is governed by the following process d8 = ,uSdt + oSdz where the expected return ,u = 0.10 and the volatility a = 0.2. The current stock price is $1280. a. What is the probability for the stock price to be higher than $1300 in one year time? Suppose there is a call option written on this stock with a strike K = $1300 and maturity T = 1 year. The continuously compounded risk-free risk is 10%. What is the risk-neutral probability for the call option to be in-the-money? Why is there a difference between the results in parts (a) and (b)