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Please do by hand. 1. The Monte Carlo estimate of the price of an option is 20 Danish crones. The variance of the estimate is

Please do by hand.

1. The Monte Carlo estimate of the price of an option is 20 Danish crones. The variance of the estimate is 0.64, the number of simulations is 4900, and zo.gz = 1.96. Calculate the 95% confidence interval for the estimate of the option price

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