Question: 8. (European Options.) Write a MATLAB program to document the efficiency of a Monte Carlo approach to the estimation of European Call and Put option

8. (European Options.) Write a MATLAB program to document the efficiency of a Monte Carlo approach to the estimation of European Call and Put option prices based on the following data:

• S(0) 5 100; K 5 105; T 5 1; r 5 8%; σ 5 30%

Plot a graph of estimated prices as a function of the number of stock price simulations.

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