Brownian Motion Exit Time from an Interval

Let $(W_t)_{t \geq 0}$ be a standard Brownian motion. For $y \in \mathbb{R}$, define:

Let $a < 0 < b$ and:

1. Compute $\mathbb{P}(T = \tau_a)$ and $\mathbb{P}(T = \tau_b)$.
2. Compute $$.