3. Assume that, the current price of stock ABC is $100, the strike (exercise) price in 6 months from now is $105, the risk-free rate is 5% per year and yearly volatility is 23%. We would like to: (a) Find the price of Asian call and put option using the simulation method we had in the Lecture 9. Do 100 000 simulations. (b) Find the 95% upper and lower confidence intervals using the formulas given in the Exercise in the Lecture 9. (c) Optional. Plot the confidence intervals and estimated price against the number of simulations. (d) Optional. Search for Pricing Asian Options in the MATLAB documentation and use Levy model approximation, i.e., syntax asianbylevy and Kemna-Vorst closed form model i.e., syntax asianbykv to find the price of the asian option. Compare your results. 3. Assume that, the current price of stock ABC is $100, the strike (exercise) price in 6 months from now is $105, the risk-free rate is 5% per year and yearly volatility is 23%. We would like to: (a) Find the price of Asian call and put option using the simulation method we had in the Lecture 9. Do 100 000 simulations. (b) Find the 95% upper and lower confidence intervals using the formulas given in the Exercise in the Lecture 9. (c) Optional. Plot the confidence intervals and estimated price against the number of simulations. (d) Optional. Search for Pricing Asian Options in the MATLAB documentation and use Levy model approximation, i.e., syntax asianbylevy and Kemna-Vorst closed form model i.e., syntax asianbykv to find the price of the asian option. Compare your results