So I think where .
The price of a stock is governed by a log normal distribution with the expected growth rate μ=.12, volatility, σ=.2. The initial price is $75.
I have already calcuated:
E(stock price after 6 months) = 79.64
V = 128.12
σ = 11.32
How do I show that the probability of a loss after 6 months is 0.3372?