plz answerQ2a-Q2c

Q2. Underlying follows lognormal distribution and is current at $100. You put on a broken-wing butterfly (BWBF) position with the following three legs: Long Ix 50 delta pur where Vis 20% Shorr 2x 30 delta pur where IV is 25% Long Ix 10 della por where IV is 30% There are three months b'f expiration. Riskfree rate is zero 02a. What are the strikes of the three puts you will be using? (3 points) Q26. What are the gammas for each leg of the BWBF spread as well as for the combination? (3 points) Q2c. What are the vega values for each leg as well as the overall vega? (3 points) Q2. Underlying follows lognormal distribution and is current at $100. You put on a broken-wing butterfly (BWBF) position with the following three legs: Long Ix 50 delta pur where Vis 20% Shorr 2x 30 delta pur where IV is 25% Long Ix 10 della por where IV is 30% There are three months b'f expiration. Riskfree rate is zero 02a. What are the strikes of the three puts you will be using? (3 points) Q26. What are the gammas for each leg of the BWBF spread as well as for the combination? (3 points) Q2c. What are the vega values for each leg as well as the overall vega? (3 points)