1. Payoff of European synthetic derivatives with a maturity of one year is as follows: max[K - Sp, min[K. Sy - Kl] K = 30, Sy is the share price at maturity. The following European call options are being traded on the market: exercise price 15 30 call option premium 25.7316 11.5897 4.1802 0.1439 40 60 The current stock price is 40, and the risk-free interest rate is 5%. (1) Draw the payoff (function on S ) of the synthetic derivative at maturity. (2) Find the price of a European foot option with an exercise price of 30 years with a maturity of 1 year. (3) Calculate the price of this synthetic derivative. 1. Payoff of European synthetic derivatives with a maturity of one year is as follows: max[K - Sp, min[K. Sy - Kl] K = 30, Sy is the share price at maturity. The following European call options are being traded on the market: exercise price 15 30 call option premium 25.7316 11.5897 4.1802 0.1439 40 60 The current stock price is 40, and the risk-free interest rate is 5%. (1) Draw the payoff (function on S ) of the synthetic derivative at maturity. (2) Find the price of a European foot option with an exercise price of 30 years with a maturity of 1 year. (3) Calculate the price of this synthetic derivative