Consider the daily returns of Apple stock from January 2, 2001 to December 31, 2010. The data are available from the file \(\mathrm{d}-\mathrm{a2a}-0110 . \mathrm{txt}\). Build a Gaussian GARCH \((1,1)\) model for the daily log returns. Assume that the risk free interest rate is \(1 \%\) per annum and the current price of the stock is \(\$ 350\). Use simulation to compute the prices of a European call and an Asian call if the strike price is \(\$ 355\) and the time to expiration is 10 trading days.