Can someone help me with this financial derivatives problem? I dont quite understand it. If someone could help me solve the whole question that would be amazing. Could I request that you display the steps and formulas used so I have comprehensive understanding of how its done. It will help my learning. Thank you

As the youngest and last-to-join) member of a small investment firm, you were tasked with looking into acquiring some options on TSLA and analyzing quotes from different brokers. We assume that TSLA price is $850, no dividend will be paid and the risk-free rate is 2.35%. Based on the quotes below, which broker should you use assuming both have similar transaction costs? Show all details and explain clearly your steps. (4 marks) Quotes from Broker A Strike Option Maturity (yrs) Price 840 Call 0.53 76.86 850 Call 0.48 64.13 860 Call 0.23 35.76 845 Put 0.72 62.99 855 Put 0.91 82.68 865 Put 1.05 93.70 Quotes from Broker B Option Maturity (yrs) Strike Price 925 Call 0.43 45.43 950 Call 0.89 57.68 1000 Call 1.12 47.56 910 Put 0.34 87.20 945 Put 0.15 101.82 985 Put 0.62 161.60 As the youngest and last-to-join) member of a small investment firm, you were tasked with looking into acquiring some options on TSLA and analyzing quotes from different brokers. We assume that TSLA price is $850, no dividend will be paid and the risk-free rate is 2.35%. Based on the quotes below, which broker should you use assuming both have similar transaction costs? Show all details and explain clearly your steps. (4 marks) Quotes from Broker A Strike Option Maturity (yrs) Price 840 Call 0.53 76.86 850 Call 0.48 64.13 860 Call 0.23 35.76 845 Put 0.72 62.99 855 Put 0.91 82.68 865 Put 1.05 93.70 Quotes from Broker B Option Maturity (yrs) Strike Price 925 Call 0.43 45.43 950 Call 0.89 57.68 1000 Call 1.12 47.56 910 Put 0.34 87.20 945 Put 0.15 101.82 985 Put 0.62 161.60