# 32 is what I would like help with

The current stock price is 165 1/8. The expirations are July 17, August 21 , and October 16. The risk free rates are 0.0516,0.0550, and 0.0588 , respectively. The current date is July 6. Time-to-remaining days are 11 days, 46 days, and 102 days for July, August, and October options, respectively. This is for Q28Q33. 30. What is the intrinsic value of Oct. 170 Puts? a) -4.875 b) 0 c) 4.875 d) 9 31. What is the time value of Aug. 160 Call? a) 3 b) 0.125 c) 0 d) 0.875 32. You are buying 165 July European call and selling 170 July European call. What is the maximum value of this portfolio now? a) 3.5725 b) 4.9925 c) 5.4785 d) 6.5745 33. You are buying 170 July American Put and selling 165 American Put. What is the maximum value of this portfolio now? a) -5 b) 0 c) 5 d) 10