Question: A trader buys both a call option and a put option for natural gas at the same strike price of q =$3 per MMBtu. Suppose

A trader buys both a call option and a put option for natural gas at the same strike price of q =$3 per MMBtu. Suppose that the market price P can be realized at two values $2 and $4 with respective probabilities of 1/4 and 3/4. a) Find the future value of the call option for the trader. b) Find the future value of the put option for the trader. c) Is a trader buying both of the above options a risk-averse or risk-seeking trader, why

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