For an Asian 4-month arithmetic average price call option: The underlying stock price is 256. The strike price is 238. The risk free rate is 0.07. The continuously compounded annual return on the stock is 0.13. The stock pays no dividends. Volatility of the stock is 17%. The payoff of the option is based on 4 monthly values of the stock. By using Monte Carlo valuation, determine the payoff of the option with the following standard normal numbers: 0.87 -0.37 -0.75 1.51 Perform one run and determine the simulated payoff of the option.