Stock prices are lognormally distributed with annual return parameters -0.10 and -02. The stock 6. price after 2 years is simulated using the antithetic variate method. The following random numbers from the uniform distribution on [0, 1] are used: 0.27, 0.83, 0.15. Six trials are run. Determine the simulated average ratio of the stock price at the end of two years to the current stock price. Stock prices are lognormally distributed with annual return parameters -0.10 and -02. The stock 6. price after 2 years is simulated using the antithetic variate method. The following random numbers from the uniform distribution on [0, 1] are used: 0.27, 0.83, 0.15. Six trials are run. Determine the simulated average ratio of the stock price at the end of two years to the current stock price