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Use Monte Carlo simulation to price a Plain-Vanilla put option on a stock whose current price is 50, with exercise price X=48, T=1, r=5%, =

Use Monte Carlo simulation to price a Plain-Vanilla put option on a stock whose current price is 50, with exercise price X=48, T=1, r=5%, = 22%. Assuming the stock price follow lognormal distribution.

  1. Use spreadsheet to simulate 1000 ST and calculate the put option price.
  2. Write a macro called MCPut to calculate the put option price with 2000 iterations
need to find montecarlo put option price using spreadsheet simulations and put option price using macro image text in transcribed
O * 100% Insert Format Tools Data Window Help AutoSave S v . Insert Draw Page Layout Formulas Data A 13 Record Macro Do 2 Option project_2-1 - Saving- Review View Developer Be Aa E O Um Monte Carlo Simulation to Pricethewing European PutOption catoright to the ut the right to watat = 2223HB zxcvle MIWIKI O * 100% Insert Format Tools Data Window Help AutoSave S v . Insert Draw Page Layout Formulas Data A 13 Record Macro Do 2 Option project_2-1 - Saving- Review View Developer Be Aa E O Um Monte Carlo Simulation to Pricethewing European PutOption catoright to the ut the right to watat = 2223HB zxcvle MIWIKI

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