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:

(a) Call option with strike price $100 (b) Put option with strike price $110 (c) Lookback call option with floating strike (d) Lookback put option with floating strike (e) Forward contract with strike price $105

(f) Down-and-in call option with barrier $70 and strike price $70 (g) Up-and-out put option with barrier $110 and strike price $150

(h) Up-and-in call option with barrier $120 and strike price $100 (i) Cash-or-nothing call option with cash $10 and strike price $105 (j) Asset-or-nothing call option with the ratio 0.1 and strike price $100