You are given the following information about a stock and options X and Y: I. The stock prices are 18, 2, 18, 18, Z at the end of each year for the next five years, where Z > 5. II. Asian options X and Y are geometric strike puts, whose payoffs are determined based on end-of-year stock prices. III. Options X and Y expire two and five years from today, respectively. IV. Based on the stock prices above, the payoff at expiration for option X is 4. Calculate the payoff at expiration for option Y, based on the stock prices above. 4.00 B 4.72 4.80 D 5.01 E 8.00