Using the lognormal distribution result of the price of a stock at time T show that: P(Se^(mu - sigma^2/2) (T - t) - 1.96 sigma squareroot T - t lessthanorequalto S_T lessthanorequalto Se^(mu - sigma^2/2) (T - t) + 1.96 sigma squareroot T - t) = 0.95 Suppose the current price of a stock is s = $40, and the annual expected return and standard deviation mu = 0.10, sigma = 0.15. Find: a. A 95% confidence interval for the price of the stock in 2 months. b. The expected price of the stock in 2 months. c. The standard deviation of the price of the stock in 2 months