For the following values, S=100K=100Rf=3%T=1Year=20%formonths1to630%formonths7to12 No dividends Use monthly time steps Calculate the following using 100 (or more) Monte-Carlo simulation scenarios: - For a standard call option, calculate the following: - Option value? - Option delta with a 1% shift in the stock ( S=101) ? - Option rho with a 1% shift in the risk-free rate (r= 3.03%) ? - Option Vega with a 1% shift in the volatility (sig = 30.3%) ? - Value a call option where the strike price at maturity is the average of stock prices from months 1 to 12 ? - Value a put option which is knocked out if S>130 or S130 or S