Ex 1.

Test for X0 = 1, T = 1. The generated Wiener Process jused to compute the GBM (true solution) and the Euler-Maruyama scheme has to be the same (as in the Example IV 1.5.5).

Ex 2.
First point, use Black-Scholes to compute the true price.
Second point, the true price should be equal to 3.234.