Please Answer as many as possible! Thanks

The date is April 24, 2022. Which of the following July call options is most likely to be exercised at maturity? Stock price = Calls Puts 47.50 Strike Price July July 47 2.43 1.86 48 1.83 2.26 49 1.29 2.72 50 0.80 3.23 O Strike price of 47 O Strike price of 48 Strike price of 49 O Strike price of 50 If you enter into a short straddle using a strike price of 48, if the stock price finishes at 49 at maturity, then you have a Ignore commissions. Stock price = Calls Puts 47.50 Strike Price July July 47 2.43 1.86 48 1.83 2.26 49 1.29 2.72 50 0.80 3.23 O Profit of 1.26 Profit of 0.83 Profit of 2.26 O Profit of 3.09 The date is April 24, 2022. You own the stock, now worth 47.50. If you also write a call with a strike price of 48, if the stock price finishes at 47 at maturity, then you have a Ignore commissions and dividends. Stock price Puts 47.50 Calls Strike Price July July 47 2.43 1.86 48 1.83 2.26 49 1.29 2.72 50 0.80 3.23 Profit of 0.83 O Loss of 1.83 Loss of 1.00 Profit of 1.33 Question 13 (1 point) Suppose that according to the put-call parity formula, the fair value of the call is $3, but the actual market price of the call is $5. Then the trading strategy to earn an arbitrage profit would include Buying the call Writing the call The date Is April 24, 2022. If you buy a July call with a strike of 49 and the stock price finishes at 48 on the expiration date, you have a Ignore commissions. Stock price = Calls Puts 47.50 Strike Price July July 47 2.43 1.86 48 1.83 2.26 49 1.29 2.72 50 0.80 3.23 Profit of 2.29 O Loss of 2.29 Profit of 0.29 O Loss of 1.29 (1 point) Starting with the Jun 22 Gold futures settle price, if the cost of storing gold for six months, paid at the end, is $4/ounce, and the annualized interest rate to borrow money is 3%, then the theoretical Dec 22 Gold futures settle price is O 1993.3 1982.5 1987.1 1973.4 1989.2 1967.8 1991.6 O 1986.1 Starting with the Jun 22 E-mini S&P 500 futures settle price, if the annual interest rate to borrow money is 3%, and the FV of dividends paid on the index over the year between the two futures expirations is 65, then the theoretical Jun 23 E-mini S&P 500 futures settle price is 04566.7 4559.9 O4545.1 O4584.8 O4563.0 4565.8 O 4601.7 Question 21 (1 point) Continuing the previous question, is there an arbitrage opportunity from buying Jun 22 E-mini S&P 500 futures and selling Jun 23 E-mini S&P 500 futures? Yes, there is O No, there isn't