Question: A stock price is currently ($ 60) per share and follows the geometric Brownian motion (d P_{t}=mu P_{t} d t+sigma P_{t} d t). Assume that

A stock price is currently $\$ 60$ per share and follows the geometric Brownian motion $d P_{t}=\mu P_{t} d t+\sigma P_{t} d t$. Assume that the expected return $\mu$ from the stock is $20 \%$ per annum and its volatility is $40 \%$ per annum. What is the probability distribution for the stock price in 2 years? Obtain the mean and standard deviation of the distribution and construct a 95% confidence interval for the stock price.

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