$\backslash$table$[[,$Type,Strike,Bid,Ask$],[$A$,$Call,$170,6\mathrm{.}55,6\mathrm{.}57,],[$B$,$Call,$175,3\mathrm{.}05,3\mathrm{.}09,],[$C$,$Call,$177\mathrm{.}5,1\mathrm{.}74,1\mathrm{.}78,],[$D$,$Call,$180,0\mathrm{.}84,0\mathrm{.}89,],[$E$,$Call,$182\mathrm{.}5,0\mathrm{.}38,0\mathrm{.}43,],[$F$,$Put,$170,0\mathrm{.}91,0\mathrm{.}98,],[$G$,$Put,$172\mathrm{.}5,1\mathrm{.}51,1\mathrm{.}56,],[$H$,$Put,$177\mathrm{.}5,3\mathrm{.}52,3\mathrm{.}55,],[$I$,$Put,$180,5\mathrm{.}25,5\mathrm{.}27,],[$J$,$Put,$182\mathrm{.}5,7\mathrm{.}15,7\mathrm{.}17,]]$

Draw the contingency graph for the following and fully label the graph. $($You do not need to explain your reasoning or alternatives for the problem set$).$

i$)$ Buy option $($A$)$

ii$)$ Buy option $($J$)$

iii$)$ Buy option $($B$)$ and sell option $($D$)$

iv$)$ Sell option $($D$)$ and sell option $($J$)$

v$)$ Sell option $($A$),$ buy option $($B$),$ buy option $($B$),$ Sell option $($D$)$