Problem 4. A stock index St follows the lognormal stock price model with the lognormal distribution. ln(St/S0)=N(t,2t), where =0.12 and =0.3 and S0=50. You have purchased a European call option on the stock index with strike price $55 that expires at time 1 . Suppose stock pays continuous dividends at an annual rate =0.03 and the risk-free interest rate is r=0.04. You want to perform a Monte Carlo simulation to estimate the price of the call option. You are given the following table of standard normal random draws. (1) What is the Monte Carlo Estimate for the price of the call option V^ at time 0 based on this sequence of random draws