Show graphically the profit and futures price relationships at expiration for the following positions on five-year T-note
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Show graphically the profit and futures price relationships at expiration for the following positions on five-year T-note futures options with an exercise price of \(\$ 120,000\) (for T-note with \(\$ 100,000\) face value), and a call and a put both priced at \(\$ 2,000\). Evaluate at futures prices at expiration or when the contract is exercised at \(\$ 110,000, \$ 115,000, \$ 120,000, \$ 125,000, \$ 130,000, \$ 135,000\), and \(\$ 135,000\).
a. Call purchase
b. Put purchase
c. Naked call write
d. Naked put write
e. Straddle purchase
f. Straddle write
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