14.18. Stock A, whose price is $30, has an expected return of 11% and a volatility of 25%. Stock B, whose price is $40, has an expected return of 15% and a volatility of 30%. The processes driving the returns are correlated with correlation parameter p. In Excel, simulate the two stock price paths over 3 months using daily time steps and random samples from normal distributions. Chart the results and by hitting F9 observe how the n to023 075, samples change and 0.95 14.18. Stock A, whose price is $30, has an expected return of 11% and a volatility of 25%. Stock B, whose price is $40, has an expected return of 15% and a volatility of 30%. The processes driving the returns are correlated with correlation parameter p. In Excel, simulate the two stock price paths over 3 months using daily time steps and random samples from normal distributions. Chart the results and by hitting F9 observe how the n to023 075, samples change and 0.95