Assume that you will have 1 Barrel of oil (you are a finance manager at BP which sells oil), one month from today. The current price of oil is $86.0 / barrel. You expect that the future spot price/barrel could be either, $80.0, $96.0, or $106.0 with equal probability.

The 1-month forward rate of oil is $97.0 / Barrel. The price of an at-the-money Call option on oil is $10.0 per barrel. The price of an at-the-money Put option on oil is $12.0 per barrel.

Compute the Net revenue from oil for BP under each of the following scenarios, by filling in the following table.