Question: Problem 5 . 3 Build a Monte Carlo simulation of two stock prices S 1 ( t ) , S 2 ( t ) with

Problem 5.3
Build a Monte Carlo simulation of two stock prices S1(t),S2(t) with spot prices S1(0)=55,S2(0)=50 and volatilities 1=20%,2=10% and correlation =0.8. Assume zero interest rates r=0. Using 10 k MC samples, price a spread option with payoff
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Problem 5 . 3 Build a Monte Carlo simulation of

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