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A stock price follows a geometric brownian motion with an

A stock price follows a geometric Brownian motion with an expected return of 15% and a volatility of 30%. The current price is $39. a. What is the probability that a European call option on the stock with an exercise price of $40 and a maturity date in six months will be exercised? b. What is the probability that a European put option on the stock with the same exercise price and maturity will be exercised?

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