PLEASE ANSWER ALL 3 QUESTIONS! IF YOU CAN NOT ANSWER ALL THEN PLEASE COMMENT THE ANSWER YOU DO KNOW ON THE PREVIOUS QUESTION POST!!

1. The price for a call option contract on 100 shares of XYZ stock, at a strike price of $100/share at the expiry date in three months is $30. The price for a put option contract on 100 shares of XYZ stock, at a strike price of $100/share at the expiry date in 6 months is $35. Assume Jane shorts a call and also shorts a put, invests the proceeds at 5%. Calculate her position (gain / loss), to nearest cents, assume the stock price is $99.5 at maturity.

2. Yesterday, you entered into a futures contract to buy 62,500 at $1.42 per . Suppose the futures price closes today at $1.39. At the beginning of the day, your performance bond is $1,500. How much have you made/lost today and what is your bond ending balance?

3. A single call option contract on 1 share of XYZ stock at a strike price of $100/share at the expiry date in 1 year. The borrowing/lending rate is 6%. Suppose that the current stock price is 95 and 1 year later, the stock price is either $90 or $100. Use the binomial approach, calculate this option price, round to 4 decimal places.