could you give me some hints to solve the following problem?

Problem 6. A stock price index pays a continuous dividend at annual rate 0 = 0.01 and the stock price index follows the lognormal model with In (St/ So) ~ N ( ut, 02t) where So = 20, M = 0.075 and o = 0.31. The risk-free rate of interest is r = 0.02. You have purchased a European put option on the stock index with strike price K = 20 that expires at time 1. You are to perform a Monte Carlo simulation to price this European put option. You are given the following table of standard normal random draws. Draw Number Standard Normal Draw - 1.60 0.85 -0.75 1.05 OO JON CT A CO NO H -2.15 0.49 1.63 -1.65 (1) Based on this sequence of standard normal random draws, what is the Monte Carlo estimate for the price this European put option at time 1? (2) What is the standard deviation of the Monte Carlo estimate