please solve this question, thank you!

The current spot price of a stock is $20, the expected rate of return of the stock is 10%, and the volatility of the stock is 25%. The risk-free rate is 4%. Compute the price of a derivative whose payoff in 4 months is 1S In((S/2)) (S+32 4/12 where S4/12 is the stock price in 4 months. The current spot price of a stock is $20, the expected rate of return of the stock is 10%, and the volatility of the stock is 25%. The risk-free rate is 4%. Compute the price of a derivative whose payoff in 4 months is 1S In((S/2)) (S+32 4/12 where S4/12 is the stock price in 4 months