Widening a stop

Units of R. A trade is at −0.8R with its stop at −1R and a target at +2R; daily volatility is 0.25R. (a) With conditional drift $-0.05R$ a day, compute for the original stop and for a stop widened to −2R: the probability of reaching the target, the expected time to exit, and the expected final P&L. (b) Repeat with zero drift. (c) Explain, using M14 · 14.9, why traders widen stops despite (a).