Six numbers are generated from a uniform distribution [0,1] : A three-month Asian geometric average strike put option on a non-dividend-paying stock with a current price of 65 is priced using simulation. The expected rate of return for the stock is 10% per annum and its volatility is 25% per annum. Use the uniform numbers above to simulate two sets of monthly stock prices. Then, calculate the average payoff of the Asian option. Six numbers are generated from a uniform distribution [0,1] : A three-month Asian geometric average strike put option on a non-dividend-paying stock with a current price of 65 is priced using simulation. The expected rate of return for the stock is 10% per annum and its volatility is 25% per annum. Use the uniform numbers above to simulate two sets of monthly stock prices. Then, calculate the average payoff of the Asian option