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Write a code that conducts a basic Monte Carlo procedure to value a European-type option. The procedure must utilize the Black-Scholes-Merton option pricing model with

Write a code that conducts a basic Monte Carlo procedure to value a European-type option. The procedure must utilize the Black-Scholes-Merton option pricing model with the following conditions:

Initial stock index level = 200

Strike price = 215

Time to maturity = 1year

Constant, riskless short rate = 0.03

Constant volatility = 0.2

Monte Carlo procedure should run 50,000 simulations.

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