Find the value a geometric average price (Asian) option call option when Time 0 stock price S(0) = 24, 000 dollars. The stock pays no dividends. Time to maturity T = 0.75 years. Strike K = 24, 500. Volatility = 0.1 (i.e., 10%). Continuously compounded risk-free interest-rate r = 0.05 (i.e., 5%).

For n=1, n=2, n=39, n=3,n=16000, n=270000 and n=infinity