Dynamics for two stocks, S1 and S2, are given below. S1=S2=50Rf=3%T=1Year1=20%2=30% =0.25 Correlation between S1 and S2 No dividends Monthly time steps Calculate the following using 100 (or more) Monte-Carlo simulations. - Value of a call option on the individual stocks with K=50 ? - Value a basket option (Sum of S1 and S2) with one share of each stock and a strike of 100 ? - Value of the basket if you change the correlation to 0% and 50% ? - Value the basket option if the portfolio is rebalanced each month to the original 50%/50% weights of S1 and S2