A stock price (Xt)t≥o is assumed to follow a geometric Brownian motion, so for all t≥ 0 X₁ = X₁ exp ((μ-²) ₁ + 0W₁ ). Xt Хо ехр for constants u, o and a Brownian motion W. We assume that µ = 15 %.year ¹, o = 30 %.year ¹/2, and the current price is Xo - 50 Gils. Give your answers with 2 decimal digits (e.g. 3.14). (a) Compute the expected stock price after = 1 month. [ (b) Compute the standard deviation of the price after t = 1 month