Estimate the price of a European call option on a basket of four foreign currencies (FX), denoted in EUR/FX, by applying the Monte-Carlo simulation. Perform a Monte-Carlo study based on the correlated individual series of the spot rate movements, denoted as dSi = uiSi dt + Si ENi=1 Qij dzj, where ui denotes the drift of the i-th currency pair, defined as the difference between the domestic and the foreign currency rate. Use correlations obtained from historical FX spot rates for this part. Make assumptions.