K=100 m=3% T = 1 Year 6 = 30% No dividends Calculate the following using Monte-Carlo simulation with 1000 scenarios and compare to the analytic formula: 0 For a standard call option, calculate the following: 0 Value? 0 Option delta using a 1% shift (S = 101) in the stock price? 0 Option rho with a 1% shift (r = 3.03%) in the risk-free rate? 0 Option vega with a 1% shift (sig = 30.3%) in the volatility? 0 Assume a call option where if the stock goes above 108 or below 95 at 6 months, a $5 rebate is received. Calculate the same quantities as above. 0 Note: set up the two step MC to value both options with the same random variables