Exercise 1.5 - Monte-Carlo Valuation (Multi-Asset) Dynamics for two stocks, $1 and 52, are given below. 51 = 52 = 50 m=3% T = 1 Year 0'1 = 20% 02 = 30% p = 0.25 Correlation between 51 and 52 No dividends Calculate the following using Monte-Carlo simulation and 100 and 1,000 simulations. 0 Value of a call option on the individual stocks with K = 50? 0 Value of the option on a basket option (Sum of 51 and 52) with one share of each stock and a strike of 100? 0 Value of the basket if you change the correlation to 0% and 50%