Stock $A$, whose price is $$\$ 30$$, has an expected return of $11 \%$ and a volatility of $25 \%$. Stock B, whose price is $$\$ 40$$, has an expected return of $15 \%$ and a volatility of $30 \%$. The processes driving the returns are correlated with correlation parameter $\rho$. In Excel, simulate the two stock price paths over 3 months using daily time steps and random samples from normal distributions. Chart the results and by hitting F9 observe how the paths change as the random samples change. Consider values for $\rho$ equal to $0.25,0.75$, and 0.95 .