Can you please help me with this assignment? I will very much appreciate it. Thanks

mework Crude oil spread: On Ju' 10, a refiner obsene: afavorabie crack spread ara want to hedge its August spreadfor 60,000 barrel: ofcrude oil. Given a 5: 3: 2 crack spread set up the kedge for the refiner on Jub 10 using the following information: Contract July Crude oil 000 hazzgi barrel = 42 A us future: 4900 LSD/bme1 Gaso line 42,000 gai A us future: 1.3040 LSD/ ai Heat- oil 42,000 gai A us future: 1.3575 LSD/ al What is the refiner 's avecfed crack spread (i.e., margin) If you assume an expected August basis of-130 LSD/bmrei between the cash spread a' the refiner's location and the Yor*futures spread? Ifar*et July 10 set up h edge, zvected crack spread VSD/barre1 August } Futures Market zvected -0.30 LSD/bme1 On August I, the refiner lifts the hedge and conducts the corresponding transactions in the cczk market at the prices given below. What is the refiner 's final crack spreadper August I August I Crude oil August cash 35.20 USD/bme1 A ugustfufzre: 34.80 LSD/bme1 Gas oline A ugust cash 1.0755 LSD/ ai A ugustfufzre: 20735 LSD/ ai Heat- oil August cash LSD/ A ugustfufzre: LSD/ ai