I need assistance with solving the empty yellow cells in the attached

A B C D F G J K L M N JTM's treasury unit bought jet fuel futures to JTM pays its C-suite officers with stock hedge its expenses. It uses 61M gallons/yr. C. JTM's can swap its bonds as per the data below. You are asked to show options. Treasury asked you to price them. Each contract runs 42,000 gallons. The A JTM's stock trades at $17.50/share; U.S. contract price locked JTM at $4.7912/gal. At the cash flows for the fixed and floating scenarios and the net difference Treasurys, aka the risk-free rate, yield 3.40% maturity, JTM found that the spot price was each year plus the net overall difference undiscounted and discounted using and stock's volatility is 20%. The details of the $4.7699/gal. In effect, had they not taken the a 7% discount rate. Show all fixed and floating payments as negative cash stock option offers are below. What are the futures, they'd have paid less. What was the flows. Net benefits use the formula: floating payments minus fixed payments. State whether the swap is better or worse in the space provided. 9 prices of the options? profit/(loss) on the contract? a. Option Pricing b. Futures Prices c. Interest Rate Swap 12 CEO CFO CIO Cash Flows 13 Exercise price 31.00 38.00 37.00 Gallons Bond outstanding 900 Fixed Floating Net 14 Maturity 11.0 8.0 8.0 Gallons/contract Maturity (yrs.) 30 Year 1 15 Stock price # of contracts Fixed rate 4.25% Year 2 16 Risk free rate Contract price Spread over BSTBY 1.25% Year 3 7Volatility Spot price BSTBY: Year 4 18 BS calculations: Profit/(Loss) Years 1-2 3.00% Year 5 19 d1 #NUM! #NUM! #NUM! Years 3-4 3.25% Year 6 20 N(d1) #NUM! #NUM! #NUM! Years 5-7 3.55% Year 7 21 d2 #NUM! #NUM! #NUM! Undiscounted Net 22 N(d2) #NUM! #NUM! #NUM! Discounted Net 23 Price of call #NUM! #NUM! #NUM! 24 25 26