20. Let $(t) be the time-t price of a nondividend-paying stock. You are given: (i) S(t) follows the Black-Scholes framework with S(0) = 10. (ii) The stock's expected rate of appreciation is 0.02. (iii) The stock's volatility is 0.2. A contingent claim pays the geometric average y S(1)S(2)S(3) at time 3. Calculate the expected payoff from the option. 20. Let $(t) be the time-t price of a nondividend-paying stock. You are given: (i) S(t) follows the Black-Scholes framework with S(0) = 10. (ii) The stock's expected rate of appreciation is 0.02. (iii) The stock's volatility is 0.2. A contingent claim pays the geometric average y S(1)S(2)S(3) at time 3. Calculate the expected payoff from the option