You are given the following closing prices of Google traded in NASDAQ. Date Sep 27, 2019 Oct 4, 2019 Oct 11, 2019 Oct 18, 2019 Oct 25, 2019 Nov 1, 2019 Nov 8, 2019 Nov 15, 2019 Price 1225.09 1209.00 1215.45 1245.49 1265.13 1273.74 1311.37 1334.87 Date Nov 22, 2019 Nov 29, 2019 Dec 6, 2019 Dec 13, 2019 Dec 20, 2019 Dec 27, 2019 Jan 3, 2020 Jan 10, 2020 Price 1295.34 1304.96 1340.62 1347.83 1349.59 1351.89 1360.66 1429.73 (a) Consider a three-month geometric average price call on Google that was issued on Oct 11, 2019 and matures at Jan 10, 2020. The average is computed based on weekly closing price and the strike is 1300. Find the terminal payoff of the Asian call. (b) Consider a two-month up-and-out put on Google that was issued on Oct 11, 2019 and matures at Dec 13, 2019. The barrier of 1375 is triggered based on biweekly closing price and the strike is 1350. Find the terminal payoff of the barrier put. You are given the following closing prices of Google traded in NASDAQ. Date Sep 27, 2019 Oct 4, 2019 Oct 11, 2019 Oct 18, 2019 Oct 25, 2019 Nov 1, 2019 Nov 8, 2019 Nov 15, 2019 Price 1225.09 1209.00 1215.45 1245.49 1265.13 1273.74 1311.37 1334.87 Date Nov 22, 2019 Nov 29, 2019 Dec 6, 2019 Dec 13, 2019 Dec 20, 2019 Dec 27, 2019 Jan 3, 2020 Jan 10, 2020 Price 1295.34 1304.96 1340.62 1347.83 1349.59 1351.89 1360.66 1429.73 (a) Consider a three-month geometric average price call on Google that was issued on Oct 11, 2019 and matures at Jan 10, 2020. The average is computed based on weekly closing price and the strike is 1300. Find the terminal payoff of the Asian call. (b) Consider a two-month up-and-out put on Google that was issued on Oct 11, 2019 and matures at Dec 13, 2019. The barrier of 1375 is triggered based on biweekly closing price and the strike is 1350. Find the terminal payoff of the barrier put