How does one simulate the share price under risk neutral distribution in excel?

Recall that in this case, the payoff function is of the form: (S(T))=(KS(T))+, and V(t,S(t))=er(Tt)Et,x[(X(T))], Consider a call option on a share, with the latter trading at R 100 and having a volatility of 20% per year. The strike price of the call option is R 90 , volatility 3 months, and the risk-free rate is 4.5% per year. (a) Determine the option price by simulation on a spreadsheet, based on Equation (0.0.1) above. Do at least 100 simulations of the share price under the risk-neutral distribution