Question: Suppose S0 = 100, r = 0.06, S = 0.4 and = 0. Use Monte Carlo to compute prices for claims that pay the

Suppose S0 = 100, r = 0.06, σS = 0.4 and δ = 0. Use Monte Carlo to compute prices for claims that pay the following:
a. S21
b. √S1
c. S1−2

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