The following numbers were randomly generated from a standard normal distribution:

-0.25 , 0.3 , 1.5 , -1.2, -1.65, 1.5

1) Given interest rate = 0.01 and volatility parameter = 0.2, compute the drift parameter of a security following a risk-neutral geometric Brownian motion.

2). Suppose security ABC follows a geometric Brownian motion with the parameters given in 1). If the initial closing price of ABC S0 = S = 50, compute 6 more simulated daily closing prices for ABC.

3). If the strike price of a European call is = 52, and the expiration of this call is at the end of 6 days, what is the payoff of the call? That is, what is the value of (S6 K )+?

This is the second time that I post this question. Can someone help me please? Thank you in advance!