Question: Let V (t) be the price of a stock, per share, at time t. Suppose that the stock's current value, per share, is $95.00 with drift parameter -$2 per year and variance parameter 5.29. If $ V (t): t ≥ 0 % is a geometric Brownian motion, what is the probability that after 9 months the stock price, per share, is below $80?