(25pt) Consider a fixed strike Asian call option with a geometric average. The underlying asset price St(0tT) is assumed to follow a GBM: dSt=rStdt+StdWt where r is the risk-free rate, is the volatility, and T is the maturity (years). The initial asset price S0 given. (a) Assume that the option is monitored every T years. Derive a closed-form expression of the geometric average price GT=(i=0nSniT)n+11. (b) Using (a), derive a closed-form expression of GT if the option is monitored continuously. (c) Using (a) and (b), find the Black-Scholes option prices under discrete monitoring and continuous monitoring