# How to compute Pr(S>100) when S follows Geometric Brownian Motion?

I have been trying to resolve this problem, under (b), but I cannot find the correct answer. For i=1, my ultimate answer (P=1) deviates from the correct answer (P=0.7580). Please let me know whether my computations are wrong or not.

In blue is the solution according to the solution manual; my computations start at For i=1.

• Start by re-arranging the algebraic variables and "solve" for the normal RV, instead of plugging in the numerical values first. Because it seems as though you've missed moving ln(S_0) to the RHS – Tingiskhan Mar 21 '17 at 17:19