Please answer question 1-6. Thanks

5:44 PM Thu Jul 22 95% 1) An investor creates a bear put spread selling 40 contracts of a 3 month put option with a $25 strike price for $2.10 and buying 40 contracts of a 3 month put option with a $30 strike price for $4.75. a) Credit or debit b) Max profit c) Breakeven point d) Profit /losses at expiration at the following prices $19. $29 and $37 e) Also indicate if a stock position will exist after expiration and how many shares 2) Create a reversal with the following information stock price is $82, August 80 calls at $3.5 and August $80 puts are at $2.25. Does a profit exist, if so how much 3) A stock option is on a March, May, September and December cycle. What options trade on a) June 6 and b) October 31? 4) Explain the UPTICK rule in detail 5) Why are short puts and long calls grouped together when considering position limits 6) Identity the intrinsic values and time values for the call and puts below Stock price: $100 1/8 September 130 call 4.50 August 95 call 8.50 August 120 put 25.18 August 95 put 6.75 October 105 put 12.25