1. :1) Estimate the following expected value : E (W32 + cos (W3)) where Wt is a Wiener process. b) Use a variance reduction technique (Antithetic or Control ) to compute the expected value in part a). and compare the results in a) and b) 2. 02 Let St be a Geometric Brownian Motion process: St = 506(6Wt+(T_T)t) where r = 004,0 = 0.25 ,30 = 90 . Wt is a Wiener process. :1) Estimate (by Monte Carlo simulation) the price C of a European Call option on the stock. Use T = 10, K = $100 b) Compute the price C of a European Call option on the stock using the Black-Scholes formula. (3) Compare results in a) and b)