can somebody help

The information below shows the results of a lognormal simulation that you have run to value an option on the stock of a publicly traded company: 0 Current stock price 60 0 Expected stock return a = 15% 0 Stock price volatility o" = 30% - Dividend rate 6 = 3% 0 Time to expiry one year c Strike price 55 o Lognormal parameters m = 1.5% v = 30% Number of Standard Observations Mean Deviation Simulated Call Payoff 1000 11.193 15.324 i) What is the simulated option premium? [5 points] ii) What is the 95% condence interval for your simulated option premium? [3 points] iii) State if the 99% condence interval for the option would be larger or smaller than the 95% confidence interval, and explain why. [3 points] iv) Your Iognormal random variables were generated using uniformly distributed random numbers. Identify two different methods that you could use to improve the accuracy of subsequent simulations and describe how those methods work. [4 points]