Let's stock return is distributed with = 16% per annum, o = 20% per annum S0 = 40, T = 6 month. What would be the lower limit of the stock price with 95% probability (1.96 standard deviations) assuming that the return is lognormally distributed? a. 40.22 b. 61.32 C. 65.00 d. 35.22 e. 3.56 Your answer is incorrect. The correct answer is: 35.22 Let's stock return is distributed with = 16% per annum, o = 20% per annum S0 = 40, T = 6 month. What would be the lower limit of the stock price with 95% probability (1.96 standard deviations) assuming that the return is lognormally distributed? a. 40.22 b. 61.32 C. 65.00 d. 35.22 e. 3.56 Your answer is incorrect. The correct answer is: 35.22