Exercise 3 Value a call option on a basket of two stocks with the following parameters, $1 = S2 = 100 K = 100 Rp = 3% T = 1 Year ol = 20% 02 = 30% 0.75 Correlation between equity 1 and 2 No dividends Use Monte-Carlo simulation and 100 simulations. Compare the results to the values of call options on the individual stocks