Show all work so I can learn, and please don't copy and paste answers. Thanks!

________________________________

Assume the Black-Scholes framework. You are given:

1. S(t) is the stock price at time t.
2. The stocks volatility is 25%.
3. The continuously compounded expected rate of return is 8%.
4. The stock pays dividends continuously at a rate of 3% proportional to its price.
5. The continuously compounded risk-free interest rate is 4%.
6. The current stock price is S(0)=125.

Calculate Pr(S(4)>150|S(2)=120).

_______________________________

A) 0.30

B) 0.40

C) 0.65

D) 0.70

E) 0.85