(Computer problem) Consider the problem of pricing lookback options for a stock modeled by a geometric Brownian motion with an initial price of $100, a volatility of 40%, and zero interest rate. Let the expiry time be 24 weeks in the future (consider 52 weeks a year), and let the monitoring frequency be weekly. a) Use the GAIL software to find the price of both the put and call options to the nearest $0.1. Does the put or the call have a higher price? What is a possible intuitive explanation? b) (Computer problem) Consider the problem of pricing lookback options for a stock modeled by a geometric Brownian motion with an initial price of $100, a volatility of 40%, and zero interest rate. Let the expiry time be 24 weeks in the future (consider 52 weeks a year), and let the monitoring frequency be weekly. a) Use the GAIL software to find the price of both the put and call options to the nearest $0.1. Does the put or the call have a higher price? What is a possible intuitive explanation? b)