Problem 2 (20pt): You bought the following European-style derivatives 3 months ago. They share the same underlying asset St, and they all mature today. The current price of the underlying asset is $110, and for the past 3 months, its maximum price and minimum price were $130 and $80, respectively. Compute the payoffs for each of the following derivatives and explain why ( 2 points each): 1. Call option with strike price $100 2. Put option with strike price $110 3. Lookback call option with floating strike 4. Lookback put option with floating strike 5. Forward contract with strike price $105 6. Down-and-in call option with barrier $70 and strike price $70 7. Up-and-out put option with barrier $110 and strike price $150 8. Up-and-in call option with barrier $120 and strike price $100 9. Cash-or-nothing call option with cash $10 and strike price $105 10. Asset-or-nothing call option with the ratio 0.1 and strike price $100