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In this chapter, assume the log-normal model. Unless otherwise stated, assume no arbitrage opportunities The current spot price of a stock is $39.00, the expected rate of return (per annum) of the stock is 8.6%, and the weekly volatility of the stock is 2.8%. The risk-free rate (per annum) is 5.8%. Assume there are 52 weeks in a year. Additionally, assume the log-normal model for the stock. Let X be a random variable denoting the natural log of the price of the stock in 9 months, where X is normally distributed. Compute the mean u and standard deviation o of X. Enter your solutions to two decimal places p= In this chapter, assume the log-normal model. Unless otherwise stated, assume no arbitrage opportunities The current spot price of a stock is $39.00, the expected rate of return (per annum) of the stock is 8.6%, and the weekly volatility of the stock is 2.8%. The risk-free rate (per annum) is 5.8%. Assume there are 52 weeks in a year. Additionally, assume the log-normal model for the stock. Let X be a random variable denoting the natural log of the price of the stock in 9 months, where X is normally distributed. Compute the mean u and standard deviation o of X. Enter your solutions to two decimal places p=