help ! identify the mispriced option

consider a signigicant mispricing to be above 2

The trader also has access to bonds at the UK market interest rate at 0.67%. Opportunity 1: Currency trading On a currency market, the following currency exchange rates are listed. 1 GBP 1 USD 1 EUR 1 CHF GBP USD EUR CHF 1.0000 1.2659 1.1593 1.2972 0.7899 0.0000 0.9158 1.0247 0.8626 10920 1.0000 1.1190 0.7709 0.9759 0.8937 1.0000 Opportunity 2: Futures for stocks with dividend Futures are similar to forward contracts. However, futures are traded on an exchange. A# sume that fair futures prions are equal to forward prices (see lecture notes Secs 1.8 and 4.9). The following financial data for the supermarket sector was available on February 2021. The fair strike price for futures contracts is given for delivery of shares on 1 September 2021. All prices are given in GBX (pence). Share Value Dividend Payment date Futures Tesco 211.91 1.75 1 May 210.99 Sainsbury's 282.78 0.75 1 March 283.14 Morrisons 237.33 1.25 1 June 237.01 Opportunity 3: Futures for commodities with storage costs The following financial data for trading in a variety of commodities was available on 1 January 2021. The fair strike price for the futures contracts is given for delivery of the commodity on September 2021. All prices are given in GBP (pounds) per ounce Storage costs are given per ounce for four months of storage and should be paid in advance Spot pries Storage cost per ounce Futures Gold 1021.67 10123 Iridium 1122.18 6 1139 54 Palladium 1017.20 5 1031.88 8 Opportunity 4: Option portfolio trading The following financial data for FTSE-traded companies was available on i Fabruary 2021 All prices are given in GBX (pence). The option price listed is for European options that can be exercised exclusively on 1 July 2021 for the stated strike price. You may use that no dividend is payable between 1 February and 1 July 2021 Shure Value Call option Pat optice Strike price Astra 5725 357.85 412.68 5800 Diagno 3025 173.79 210.15 3100 Unilever 1200 200.58 1300