Hi, I needed some help on this finance question ASAP!

6. (a) The interest rate is 3%. An investor wants a portfolio on an asset currently priced at 54p consisting of a forward and a European put option with the same one-year maturity, and the put strike price of K > F, the fair forward price. The asset's volatility is 35%. 0 Calculate the fair price for the forward. [10% (1) Draw the graph of the payoff of the portfolio at maturity. [30%) (I) Provided that the put option is exercised, calculate the amount of money received by the investor at maturity. (15%) (iv) The formula for the put is: Po = KeT(-d + OVT) -5,0(d), where, In (%) +(r+202) 7 Show that for a strike of 60, the price of the portfolio is actually greater than the payoff if put option is exercised (i.e. 5- F, the fair forward price. The asset's volatility is 35%. 0 Calculate the fair price for the forward. [10% (1) Draw the graph of the payoff of the portfolio at maturity. [30%) (I) Provided that the put option is exercised, calculate the amount of money received by the investor at maturity. (15%) (iv) The formula for the put is: Po = KeT(-d + OVT) -5,0(d), where, In (%) +(r+202) 7 Show that for a strike of 60, the price of the portfolio is actually greater than the payoff if put option is exercised (i.e. 5-