Sketch the graph showing the dependence of $|\Psi|$ on $x$.
Schrödinger equation
\[ -\frac{\hbar^2}{2m} \Psi'‘ + 0 \cdot \Psi = -\frac{\hbar^2 \varkappa_0^2}{m} \Psi \quad \Rightarrow \quad \Psi’' - 2 \varkappa_0^2 \Psi = 0\]The wave function cannot go to infinity at infinite distance from zero, so only the decaying exponent should be left
\[\Psi_- = A e^{\sqrt{2} \varkappa_0 x}, \quad \Psi_+ = A^{-\sqrt{2} \varkappa_0 x}.\]The constants for $\Psi_+$ and $\Psi_-$ are equal to ensure that $\Psi_+(0) = \Psi_-(0)$.
We can find the constant $A$ from the normalization condition, replacing two integrals with one for symmetry reasons.
\[1 = 2AA^* \int\limits_0^{\infty}e^{-2\sqrt{2} \varkappa_0 x} \, dx = \frac{AA^*}{\sqrt{2} \varkappa_0}\]From this expression, we can determine $A = e^{i \varphi}\sqrt{\sqrt{2} \varkappa_0}$ with accuracy to the phase factor.
The probability $p(b)$ can be found by direct integration
\[p(b) = \int\limits_{-b}^{b} \Psi^* \Psi \, dx = 2 \int\limits_0^{b} \Psi^* \Psi \, dx = 1 - e^{-2\sqrt{2} \varkappa_0 b}\]