expected stock price/volatility question

Dear Forum,

I would need some help answering the following questions.

Suppose that a stock price has an expected return of 16% per annum and
a volatility of 30% per annum. When the stock price at the end of a
certain day is $50, calculate the following:

a.The expected stock price at the end of the next day.
I guess that I need to convert the 16% annual return into a daily
return. I think that I need to use a square root of time coefficient.
I am confused.

b.The standard deviation of the stock price at the end of the next
day.
That is 30%, right?

c.The 95% confidence limits for the stock price at the end of the next
day.
I can do that when I have an answer for question a.

I greatly appreciate your help.

.