Part III. Some exotic options. Questions 15-26. You are interested in a variety of 6-month options on the Euro (); the spot rate is now $1.120. The US short-term interest rate is 0.00%. You run many (risk-neutral) simulations on possible (dollar) values of the over the next 6 months. One simulation result is below. "Final" is the simulated spot value of the in 6 months; "Mean/maximum/minimum" are taken across simulated spot values over the next 6 months. Simulation # Final Mean Maximum Minimum 1 1.137 1.148 1.161 1.084 In simulation 1, what is the final [that is, expiration-date) value of an Asian put option (on the Euro] with strike 1.15