Turn back to figure $20\mathrm{.}1,$ which lists prices of various IMB options. Use the data in the figure to calculate the payoff and profits for investments in each of the following January maturity options, assuming that the stock price on the maturity date is $$125$

$\backslash$table$[[$PRICES AT CLOSE DECEMBER $02,2009],[$I B M $($IBM$),,$Underlying Stock Price: $127\mathrm{.}21],[,$Call,,,Put,$],[$Expiration$,$Strike,Last,Volume,Open Interest,Last,Volume,Open Interest$],[$Dec $2009,120,7\mathrm{.}75,197,2370,0\mathrm{.}26,644,8806],[$Jen $2010,120,8\mathrm{.}63,130,21884,1\mathrm{.}18,1267,8871],[$Atar $2010,120,11\mathrm{.}25,43,1705,4\mathrm{.}20,33,1903],[$Jet $2010,120,13\mathrm{.}30,34,108,6\mathrm{.}70,1,34],[$Dec $2009,125,3\mathrm{.}25,416,14419,1\mathrm{.}02,1872,9203],[$Jon $2010,125,4\mathrm{.}75,278,14180,2\mathrm{.}44,1060,9094],[$Aor $2010,125,7\mathrm{.}90,69,3652,6\mathrm{.}05,82,1122],[$Jd $2010,125,10\mathrm{.}05,7,150,8\mathrm{.}85,15,215],[$Dec $2009,130,0\mathrm{.}77,2108,11033,3\mathrm{.}55,844,4233],[$Jen $2010,130,2\mathrm{.}18,3489,19278,4\mathrm{.}79,198,3273],[$Agr $2010,130,5\mathrm{.}49,29,2773,8\mathrm{.}50,66,1312],[$Jot $2010,130,7\mathrm{.}75,31,111,11\mathrm{.}30,85,228],[$Dec $2009,135,0\mathrm{.}11,214,8955,7\mathrm{.}65,86,631],[$Jen $2010,135,0\mathrm{.}84,176,24556,7\mathrm{.}75,24,776],[$Afr $2010,135,3\mathrm{.}45,126,3798,11\mathrm{.}50,45,433],[$Ju $2010,135,5\mathrm{.}67,6,140,13\mathrm{.}80,1,113]]$

Figure $20\mathrm{.}1$ Stock options on IBM Closing prices as of December $2,2009$

Source: The Wall Street Journal Online, December $3,2009.$

a$.$ Call option, $x=120$

b$.$ Put option, $x=120$

c$.$ Call option, $x=125$

d$.$ Put option, $x=125$

e$.$ Call option, $x=130$

f$.$ Put option, $x=130$