please show working for any part of the question that you can do (for understanding purposes) thank you

Question 5 (25 marks) The following investors have each taken a different option strategy to be held over a 1-year period: Steven - Long Straddle (using 30 strike) Carol - Ratio Call Backspread Gus - Long Strangle (using 25 and 35 strikes) Paul - Ratio Put Backspread (using 30 and 35 strike) Wendy - Written Butterfly Spread The continuously compounded risk-free interest rate is 5% and the only options they were able to use were these 1-year options on a single stock: Strike 35 Call Put Strike 25 6.20 2.55 Strike 30 4.17 3.05 4.32 (a) Describe how each investor would have constructed his/her option strategy. (5 marks) (b) On a SINGLE pair of axes (Profit vs S1), include the profit diagrams for ALL five investors (5 marks) (c) Discuss the investment outlook of the five investors, comparing each one with the others. [10 marks (d) What is the profit to each investor if the stock price after one year turns out to be: (ii) (iv) (V) 15 marks]