The S&P 500 index current level is 3,000. The dividend yield on the index is equal to the risk- free rate of interest. Given volatility of the index of 25%:

a) Compute the probability that the index value in 6 months is greater than 3,300. b) Compute the probability that the index value in 6 months is less than 2700. c) Compute the probability that the index value in 6 months is between 2700 and 3300