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(d) (4 points) You are offered an Up-and-in barrier option with the following terms: the maturity date is 60 days, strike price is 106$, barrier

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(d) (4 points) You are offered an Up-and-in barrier option with the following terms: the maturity date is 60 days, strike price is 106$, barrier price is 104$, and the cost is 2$. Compute the expectation and variance of the returns from buying this barrier option. You may use Monte-Carlo to compute these numbers. [Hint You might want to have a look at the function cumsumUto calculate the prices at all days]

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