Using the estimate of the volatility parameter of 1.

Using the estimate of the volatility parameter of 1.5875, what is an estimate of the drift parameter for the price paths of ABC assuming the paths of ABC can be modeled by a risk-neutral geometric Brownian motion. Assume the ie interest rate is 0/ (Hint: in the risk-neutral setting, how is the drift parameter related to the volatility?) Consider the follwoing collection of n=9 closing prices for stock ABC: 101.02, 102.23, 100.34. 99.87. 98.65, 96.45, 98.45, 99.00, 100.05