有没有大佬可以有偿帮忙做一个蒙特卡洛模拟的题

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第二个问真心不会了 求大佬帮忙 一题100rmb

A bank has written a call option on one stock and a put option on another stock. For the first option the stock price is 50, the strike price is 51, the volatility is 28% per annum, and the time to maturity is 9 months. For the second option the stock price is 20, the strike price is 19, and the volatility is 25% per annum, and the time to maturity is 1 year. Neither stock pays a dividend. The risk-free rate is 6% per annum, and the correlation between stock price returns is 0.4.
1) Please derive an approximate linear relationship between the change in the portfolio value and the change in the underlying stocks, and then estimate the 10-day 99% VaR based on this relation.
2) Using C/C++ or Java or Matlab to calculate the 10-day 99% Monte Carlo Simulation based VaR for the portfolio. Set the number of simulation to 5000.

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关键词：蒙特卡洛模拟 蒙特卡洛 有没有 蒙特卡 relationship

Hope for the best, plan for the worst.
抱最大的希望，做最坏的打算。

第一题我不太会，第二题是基于第一题的，你给我第一题公式，我就能算出来