Simulate 10,000 paths of monthly stock prices for one year using the geometric Brownian motion stock model. Since the simulation is monthly, you need a time step of 1/12 of a year. Assume an interest rate of 5% per annum and a stock return variance of 35% per annum. Assume the starting price is S₀ = 100. Plot the histogram of final prices. Draw the rough density function here.