Suppose that the monthly log return of the stock market index is normally distributed with an expected return of 0.0067

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answerhappygod
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Suppose that the monthly log return of the stock market index is normally distributed with an expected return of 0.0067

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Suppose that the monthly log return of the stock market index is
normally distributed with an expected return of 0.0067 and
volatility of 0.0803. If the risk-free rate is 1%(annual,
continuously compounded), what is the probability that the stock
market index underperforms the risk-free asset over 10-year
horizon? Please Use Matlab to solve if possible.
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