The prices for two stocks change as the processes S t1 = 10exp{ 1 t +

The prices for two stocks change as the processes S_t1 = 10exp{μ₁t + σ₁w_t1} and S_t2 = 11exp{μ₂t+σ₂w_t2}, where w_t1 and w_t2 are independent Brownian motions, μ₁ = 0.15, μ₂ = 0.11, σ₁ = 0.15, and σ₂ = 0.1. What are the initial prices for the stocks? Find the probability that during a year the price S_t1 will meet the price S_t2.