function [prices] = r0304408_simulateEndPrice(initialPrice, mu, sigma, days, N)
prices = zeros(N,1);
rand = zeros(1,N);
for i=1:N,
    rand(1,i) = normrnd(0,1);
end
vierkant = sigma*sqrt(days);
e = mu-((1/2)*(sigma^2))*days;
for i=1:N,
    prices(i,:) = initialPrice*exp((e)+(vierkant*rand(1,i)));
end
end