Suppose that Stock ABC is currently trading at $$40$ 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 $0\mathrm{.}2455.$ What is the

corresponding simulated stock price $($to the nearest cent$)$ at maturity for that path?

$38\mathrm{.}36$

$36\mathrm{.}84$

$40\mathrm{.}21$

$33\mathrm{.}43$

$56\mathrm{.}61$