I need help with the following two questions that are included in the attachment.

The following table contains relevant option data. Option Quote Call Put Expiratio n Strik e Last Volume Open Interest Last Volume Open Interest Jan 190 4.40 815 5697 1.75 507 2496 Feb 190 6.75 402 2808 3.00 3553 10377 Apr 190 8.85 107 1866 5.20 527 2177 Jul 190 10.95 15 645 8.54 6 1142 Jan 195 0.01 2451 11718 0.70 4090 8862 Feb 195 3.65 1337 11902 5.00 860 3156 Apr 195 5.90 1785 2928 7.30 934 1141 Jul 195 8.45 13 5773 10.85 22 3419 a. Calculate the payoff and profit at expiration for the February 190 calls, if you purchase the option at the stated price and at expiration the stock price is $195. b. Calculate the payoff and profit at expiration for the February 195 puts, if you purchase the option at the stated price and at expiration the stock price is $195. The following table contains current prices of zero-coupon bonds. Calculate each bond's yield to maturity and the forward rates implied by their prices. Maturity in Years Price of the Zero 1 943.40 2 898.47 3 847.62 4 792.16