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 0.3. What is the corresponding simulated stock price at maturity for that path? 30.56 29.82 30.0 28.28