I just need answer of Q5. Q1 is just for your help. please answer all parts of Q5 as soon as possible

$865 = My Question 1. last Select the last three non-zero digits of your student identity number. The concatenation of three these digits will be your starting share.pricerers01:9895354 will give a sport price of 354, digits will give 895vary according to geometric Brownian motion with constant annual mean return u = 4% and volatility o = 15% Set your strike price to your starting share price + 5%. The annual risk-free rate of interest r is 2.0%. Calculate the prices of a Call and Put option using the Black Scholes formulae and check that your answers satisfy Put-Call Parity. Question 5 Describe what is meant by an Up-and-Out Call option in your own words and give an example of its use. Price such an option in two ways based on your data of Question 1 using a value for the option's barrier of 130% of the spot price: a) By using the analytic formula met in your lecture notes. b) By means of Monte Carlo simulation, by adapting the coursework Monte Carlo spreadsheet. Compare and comment on your answers