The current price of a non$-$dividend paying stock is

$$42,$ its volatility is $20\%$ per year and the risk$-$free rate

is $10\%$ per year. The strike price of an option on this

underlying is $$40$ and the option expires in six months.

a$)$ What are the prices of a European call and a put

with those characteristics if we use MC simulations

and we assume that the underlying follows a

lognormal random walk?