Under Black-Scholes, the volatility of a stock is 0.3, and the interest rate is 0.04. The current price of the stock is 10. (a) Using Excel, generate an end-of-moth stock price path s(7), s (), S (1.), s(12) and calculate the arithmetic mean of these prices. This is a sample of A(1). (b) Using Excel, generate 40 samples of A(1), and estimate the price of a arithmetic average price Asian call option on the stock with strike price 11. Under Black-Scholes, the volatility of a stock is 0.3, and the interest rate is 0.04. The current price of the stock is 10. (a) Using Excel, generate an end-of-moth stock price path s(7), s (), S (1.), s(12) and calculate the arithmetic mean of these prices. This is a sample of A(1). (b) Using Excel, generate 40 samples of A(1), and estimate the price of a arithmetic average price Asian call option on the stock with strike price 11