Consider a call power option on a stock in which it pays the holder max(S_T^2-30,0) in 6 months time, where S_T is the stock price at maturity. The spot price is S_0 =$30, the risk free interest rate is 5% per annum with continuous compounding, volatility is 25% per annum and the stock does not pay dividends over this six month period. Assuming the Black-Scholes-Merton framework (that is, the stock returns are normally distributed).a) Compute the mean and standard deviation of the risk-neutral distribution of the stock returns for the six month period.I am just a bit confused of what the question is asking for, is it asking for the mean and standard deviation of the normal distribution of the stock returns, ie: