You are given: . The stock price follows a lognormal distribution. The current stock price is 40. The annualized stock volatility is 50%. The continuously compounded risk-free rate is 5%. . The annualized expected rate of return on the stock is also 5%. . The stock pays no dividends. The following numbers are drawn from a uniform distribution on the interval (0, 1) 0.7, 0.2,0.3, 0.8, and are then used to simulate the stock prices. Determine the resulting estimated value of a 3-month European call option on the stock with strike price 40