Probability of a call

For the position of Worked example 14.18.1 (trigger fall 17.24%, no interest), use (14.23) to compute the probability of a margin call within three months when $\mu = 12\%$ and (a) $\sigma = 30\%$, (b) $\sigma = 40\%$. (c) Compute the driftless value $2\Phi(b/(\sigma\sqrt T))$ for $\sigma = 30\%$ and explain why it exceeds (a).