Here is the question, I don't know how to do it, thank you for helping!

The current price of an asset is $10. {a} Suppose we write a call option [exercise prioe $10} on the asset, and, to avoid 10$ if the call is exercised against us, suppose we also bug}.r the asset [paying $10}. [This is called covered ca." writing]. Compute the value of this strategy, measured at the option maturity, for asset prices of $9.80, $9.90, $10, $10.10, and $10.20. That is, construct a chart similar to the chart in the solution to 9b in Practice Problems Set 1. Make a guess at the result for more asset prices and plot the result. {b} Now suppose that instead of writing the call and buying the asset, we write a put [exercise price $10}. Compute the value of this written put, measured at maturity, again for asset prices of $9.80, $9.90, $10, $10.10, and $10.20, and again, make a guess at the result for more asset prices and plot the result.. {c} Based on parts [a] and (b) what is the di'erence between covered call writing and writing a put? Which strategj.r is riskier? Explain. {d} If we buggyr the asset for S and we write the call receiving C, we have a portfolio worth 5' C. Show whether or not the value of this portfolio satises the BlackScholes PDE 3)" 1 2 2521' 3f_ [tFEES SZ+rSS_Tf' Assume that the call price C satises the Black-Scholes PDE