What does a win rate imply?

A trader reports a 40% win rate on trades with a 1R stop and a 2.5R target, where 1R is ₹40 per share on a stock with daily volatility ₹20. (a) Under the Brownian model, what win rate would a driftless stock give? (b) Find $\gamma=2\mu/\sigma^2$ (in units of $1/R$) consistent with a 40% win rate, and hence the drift $\mu$ in rupees per day. (c) Compute the expectancy in R and the expected holding time, and verify Proposition 4A.9.