Risk-Neutral Pricing: Expectation Under Q

A stock follows geometric Brownian motion $dS_t = \mu S_t \, dt + \sigma S_t \, dW_t$ with $S_0 = 100$, $\mu = 0.12$, $\sigma = 0.30$, and risk-free rate $r = 0.04$. A derivative pays $\ln(S_T / S_0)$ at time $T = 1$. (a) What is the price of this derivative using risk-neutral pricing? (b) Why does $\mu$ not appear in the answer? (c) What is $E^{\mathbb{P}}[\ln(S_T/S_0)]$ under the real-world measure? Why is it different?