5. Stock prices are lognormally distributed with annual return parameters = 0.10 and = 0.2. The stock price after 2 years is simulated using the antithetic variate method. The following random numbers from the uniform distribution on [0,1] are used: 0.27, 0.83, 0.15. Six trials are run. Determine the simulated average ratio of the stock price at the end of two years to the current stock price.