This is all the information that was provided. There isnt a graph, data, or link.

1. A stock price is governed by the following process dS = uS'dt + anz where the expected return [1 = 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)