11. Many people believe that the daily change of price of a company's stock on the stock market is a random variable with mean 0 and variance σ². That is, if Yt represents the price of the stock on the nth day, then Y_n = Y_n-1 + X_n n ≥ 1 where X₁, X₂, ... are independent and identically distributed random variables with mean 0 and variance σ². Suppose that the stock's price today is 100.

If σ² = 1, what can you say about the probability that the stock's price will exceed 105 after 10 days?