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 0.2455 . What is the corresponding simulated stock price (to the nearest cent) at maturity for that path? 56.61 36.84 33.43 40.21 38.36