Need ASAP

Problem $15-6$ Calculating Option Payoffs $($LO$2,$ CFA$2)$

$\backslash$table$[[,,,$Calls,Puts$],[$Close$,$Strike Price,Expiration,Volume,Last,Volume,Last$],[$Hendreeks$,,,,,,],[103,100,$February,$72,5\mathrm{.}20,50,2\mathrm{.}40],[103,100,$March,$41,8\mathrm{.}40,29,4\mathrm{.}90],[103,100,$April,$16,10\mathrm{.}68,10,6\mathrm{.}60],[103,100,$July,$8,14\mathrm{.}30,2,10\mathrm{.}10]]$

Suppose you buy $55$ March $100$ put option contracts. What is your maximum gain? On the expiration date, Hendreeks is selling for $$85\mathrm{.}35$ per share. How much is your options investment worth? What is your net gain?

Note: Do not round intermediate calculations.

$\backslash$table$[[$Maximum gain,$],[$Terminal value,$],[$Net gain,$]]$