Question: Let V (t) be the price of a stock, per share, at time t. Suppose that $ V (t): t ≥ 0 % is a geometric Brownian motion with drift parameter $3 per year and variance parameter 27.04. What is the probability that the price of this stock is at least twice its current price after two years? The response must be typed, single spaced, must be in times new roman font (size 12) and must follow the APA format.