3) Suppose that S(0) = 100, r = 0,9 = 0,0 = .2. Indicate, clearly (either with pseudocode or providing actual code), how to price a 1-year asian call option with strike = 100. Remember, the payoff is give by: max st:) - K,0) where n is the number of days in the pricing period (in this case you can take n = 260 business days in a year). 3) Suppose that S(0) = 100, r = 0,9 = 0,0 = .2. Indicate, clearly (either with pseudocode or providing actual code), how to price a 1-year asian call option with strike = 100. Remember, the payoff is give by: max st:) - K,0) where n is the number of days in the pricing period (in this case you can take n = 260 business days in a year)