Develop a Monte Carlo using control variates to value at time 0 a European call option which has a payoff at time T(maturity) of

Max [0, (S/K)^0.5 -1]

Where S follows the standard Black Scholes process:

dS = rSdt + Sdz

Your control variates should be the values of a European call option whose payoff at maturity is: Max [0, S/K -1]. Give your answer for ?=0.3, r=0.05, S₀=100, K=102 and T=2. Provide the R code