Question: Using the G B M Model, forecast the values o f K L C l for the weeks April 2 n d , 2 0

Using the GBM Model, forecast the values ofKLCl for the weeks April 2nd,
2023 until Oct 31st,2024. The formula is
St+1=Stexp{(-22)(152)+1522N(0,152)}
a. Plot the KLCl index values given by the market and the forecasted
value together with its 90% Confidence Interval. The confidence
interval can be computed using the formula Forecasted Price exp+-1.96Standard Deviationr,
a. Using the formula =M-r2, compute the Market Price of Risk for KLCl,
and plot it.
b. Define the Market Price of Risk and comment on the Market Price of
Risk for KLCl.
Please write R programming code or Excel operation please
 Using the GBM Model, forecast the values ofKLCl for the weeks

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