A common stock currently sells at \(\$ 20\) per share. The price changes by plus \(\$ 1\) or minus \(\$ 1\) (respectively with probabilities \(p\) and \(1-p\) ) at times \(T_{1}, T_{2}, T_{3}, \ldots\) such that the times between changes are i.i.d. \(\Gamma(4,2)\) random variables. For large time \(t\), approximately what do we expect the price to be at that time?