2- Compute the fair value of a chooser option which expires after n=10periods. At expiration the owner of the chooser gets to choose (at no cost) a European call option or a European put option. The call and put each have strike K=100and they mature 5 periods later, i.e. at n=15. 

3- Compute the price of a zero-coupon bond (ZCB) that matures at time t=10and that has face value 100. Compute the price of a forward contract on the same ZCB of the previous question where the forward contract matures at time t=4.