Assume That a Stock Has Lognormal Returns with Mean $\mu = 0.10$

Multiple Choice

Assume that a stock has lognormal returns with mean $\mu = 0.10$ and standard deviation $\sigma = 0.20$ .The current stock price is $50.What is a 95% confidence interval for the stock price in six months?

A) 37.90,65.97
B) 37.81,73.08
C) 39.84,69.35
D) 40.12,60.24