Run a Monte Carlo simulation for a stock with a current price of 200, an expected annual yield of 11%, and volatility of 0.4. Use 10,000 runs in the simulation. Consider a call with a strike price of 225. Calculate the payoff of this call for each of the 10,000 simulated runs of the stock. You can do this by first subtracting 225 from each of the final stock prices, and then setting any negative values to zero. To set the negative values to zero, you can use Boolean masking or np.where.
Print the average call payoff over the 10,000 runs. Set a seed of 1 at the beginning of this cell. This section should not contain any loops.
