Can anyone answer these questions and provide detailed solutions step by step? I have a midterm coming up, and wanted to understand these type of questions because they appear over and over on the review sheets the my professor has posted.

"h I ' ' ' "h I 2. CUrrently British pound (CBPUSD) trades at $1.29. The pound continuously compounding interest rates are at 1.00%. 1.24:191'131 and 1.35% at 1-yiear1 lipyear1 and 5year maturities. respectively. {a} Compute the forward price of pound at {i} 1year maturity {JI. {ii} Eryear maturity (1 {iii} 5-year mamas (1- {h} If your portfolio contains long 2000 contracts on pound lyear forward with a delivery price of $1.30. and short 2000 contracts on pound 5-year forward with the delivery price of $1.501 what's the current value of (i) your long position in the 1-year forward (). (ii) your short position in the 5year forward (). and (iii) your total portfolio (JI? (c)I Suppose you decide to hold your above portfolio for one year. One-year later1 the pound price goes up to $1.40. The dollar interest rate curve remains at at 5%. and the pound interest rate curve also becomes at at 1%. 1What will he the value of (i) your long position {jl. {ii} your short position (}. and {iii} your total portfolio then (}? 3. A51 am writing the test1 the 3&1" 500 index ($PX} is struggling at 21001 a support level that market hulls hope to hold. The one-year put option with a strilm K = 2001} is trading at $33. The one-year put option with a strike of K = 1900 is trading at $25. Assume a dividend yield of 3%. (a) Compute the 1year forward price on the index (JI. {b} If you long one 1year forward contract {100 shares} at K = 1901. what's the current value of your position {). {c} If you long one 1year forward contract {100 shares} at K = 2011}. what's the current value of your position (). (d) Compute the fair price for the 1-year call option {i} K = 1901} () and (i) K = 2030 (1