Can you help me with this multiple choice questions with an explanation on why the answer is right

The value of a forward contract at expiration is:

A$.$ negative to the long party if the spot price is lower than the forward price.

B$.$ the difference between forward price and paid premium.

C$.$ negative to the short party if the spot price is lower than the forward price.

D$.$ zero.

The maximum net payoff of a short Call is

A$.$ exercise price plus the future value of the premium.

B$.$ the future value of the premium.

C$.$ exercise price minus the future value of the premium.

D$.$unlimited.

European call option and a European put option are written on the same underlying, and both options have the same expiration date and exercise price. At expiration, it is possible that both options will have:

A$.$ negative values.

B$.$ the same value.

C$.$ positive values.

D$.$ none of the above

If you invest in a long Call and a long Put with the same exercise price on the same underlying, you will have a positive net payoff if

A$.$ the price of the underlying remains exactly unchanged.

B$.$ the price of the underlying either increases or decreases significantly.

C$.$ the price of the underlying only changes marginally.

D$.$ none of the above.