如果S0=100,μ=9% , r=2.5% , δ=1% ,  σ=30% （均是按年）: dSt=(μ-δ)Stdt+σStdWt 。

a) What is the actual probability that a European call on the stock due in one month and X = 100 finish in the money at expiration of the contract.                        

b) What would such a probability risk neutral world

c) Relate the result of point b) any term of the B & S formula.

d) What is the range of values ​​within which one would expect the price of the underlying encounter a 90% chance when contracts (under the actual probability).

实在是不知道该怎么求，感觉是要用到统计学的知识，哪位大大好心帮帮我啊？