An investor considers the non-dividend paying UNI stock and a vanilla European put option with 12 months to maturity and strike price 150 kr. The UNI stock currently trades at 100 kr. The stock is risky and the volatility of the stock is 35%. The continuously compounded risk free interest rate is 20% per annum for all maturities. The asset does not pay out any dividends. In all calculations keep at least four decimals. Round off your final answer to two decimals. The investor has learned about Monte Carlo simulation and she would like to use the discrete version of the standard Black-Scholes-Merton model with time steps equal to a quarter of a year to simulate the stock price path over a year for the UNI stock. For her first simulation of the stock path, she draws the following random numbers that are normally distributed with mean 0 and variance 1; = -0.2769, 2 = -0.7959, 3 = 1.3233, 0.0038. What is the simulated value of the UNI stock price after 12 months in this MC simulation of the stock path under the risk neutral measure? 4 = An investor considers the non-dividend paying UNI stock and a vanilla European put option with 12 months to maturity and strike price 150 kr. The UNI stock currently trades at 100 kr. The stock is risky and the volatility of the stock is 35%. The continuously compounded risk free interest rate is 20% per annum for all maturities. The asset does not pay out any dividends. In all calculations keep at least four decimals. Round off your final answer to two decimals. The investor has learned about Monte Carlo simulation and she would like to use the discrete version of the standard Black-Scholes-Merton model with time steps equal to a quarter of a year to simulate the stock price path over a year for the UNI stock. For her first simulation of the stock path, she draws the following random numbers that are normally distributed with mean 0 and variance 1; = -0.2769, 2 = -0.7959, 3 = 1.3233, 0.0038. What is the simulated value of the UNI stock price after 12 months in this MC simulation of the stock path under the risk neutral measure? 4 =