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For the following problem assume the effective 6-month interest rate is 2 %, the S-T 6-month forward price is $ 1020, and use the premiums

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For the following problem assume the effective 6-month interest rate is 2 %, the S-T 6-month forward price is $ 1020, and use the premiums listed below for S-T options with 6 month to expiration. Strike Call Put 950 120.405 51.777 1000 93.809 74.201 1020 84.47 84.47 1050|71.802 101.214 1107 51.873 137.167 1) Suppose you buy the S-T index for $ 1000 and buy a 950-strike put. Determine the profit for the following S-T index spot prices at expiry. When price is $ 925, the profit is $ ? When price is $ 950, the profit is $ ? ? ? ? When price is $ 975, the profit is $ When price is $ 1000, the profit is $ When price is $ 1025, the profit is $ When price is $ 1050, the profit is $ When price is $ 1075, the profit is $ When price is $ 1100, the profit is $ When price is $ 1125, the profit is $ ? ? ? ? 2) Suppose you buy a 950-strike call and invest $ 931.37 in zero-coupon bonds. Determine the profit for the following S-T index spot prices at expiry. ? When price is $ 925, the profit is $ When price is $ 950, the profit is $ When price is $975, the profit is $ ? ? ? ? When price is $ 1000, the profit is $ When price is $ 1025, the profit is $ When price is $ 1050, the profit is $ When price is $ 1075, the profit is $ When price is $ 1100, the profit is $ ? ? ? When price is $ 1125, the profit is $

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