The following numbers were randomly generated from a standard normal distribution: 0.5 - 0.75 1.1 i). Given interest rate r = 0.01 and volatility parameter o = 0.2, compute the drift parameter / of a security following a risk-neutral geometric Brownian motion. ii). Suppose security ABC follows a geometric Brownian motion with the parameters given above. If the initial closing price of ABC is So = s = 10, compute 3 more simulated daily closing prices for ABC using the random numbers above. iii). If the strike price of a European call is K = 8, and the expiration of this call is at the end of 3 days, what is the payoff of the call? That is, what is the value of ($3 - K)+