When solving the question, write 5 instead of N

1) (20 pts) The Black-Scholes model of stochastic asset price interest rate s is given by stochastic differential equation dSt = S dt+oStdW+ Let H = 0.15, and o=0.1.At t=N calculate the prob- abilities for ins and a) St S N * So b) 0.5 * So (N/2) * So. 1) (20 pts) The Black-Scholes model of stochastic asset price interest rate s is given by stochastic differential equation dSt = S dt+oStdW+ Let H = 0.15, and o=0.1.At t=N calculate the prob- abilities for ins and a) St S N * So b) 0.5 * So (N/2) * So