Suppose that Stock ABC is currently trading at $30 and does not pay any dividends. Using a simulation, we would like to price a European call option with a strike price of $35 and a maturity of six months. Assume that annual continuously compounded interest rate is 5% and the volatility of the stock is 20% per year. For the first trial of simulation, suppose that uniform random variable you generate is 0.7455. What is the corresponding simulated stock price at maturity for that path? O 28.89 O 40.21 O 56.61 O33.43