An FI has purchased options on bonds with a notional value of $500 million and has sold

Question:

An FI has purchased options on bonds with a notional value of $500 million and has sold options on bonds with a notional value of $400 million. The purchased options have a delta of 0.25 and the sold options have a delta of 0.30. What is
(a) The contingent asset value of this position,
(b) The contingent liability value of this position, and
(c) The contingent market value of net worth?