有大神能帮忙做三道金融数学的题目吗？小女子不胜感激

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因为小女子初来论坛。。。没有论坛币可以悬赏。。。如果有大神愿意帮我们做题目 。。我们真的非常感激。。。拜托各位大神。。。如果可以给我们详细一点的解答。。。谢谢各位！

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关键词：金融数学 不胜感激 小女子 论坛币 数学 不胜感激 小女子

正儿八经小女子

你都不把题目贴出来

不好意思啊各位亲。。。。。图片总是传不上去

The current value of a nondividend-paying stock index is 100,and the continously compounded risk-free interest rate is 5%.
1、calculate the theoretical six-month forward price
2、suppose that you observe a 6 month forward price of 1130,construct an arbitrage portfolio.

Let z(t) be a standard Brownian motion and s(t) be the tine t price of a nondividend paying stock.It is given that s(0)=100 and that ds(t)=0.085(t)dt+0.3s(t)dz(t)
Assuming that the continously compounded rate risk-free rate is 0.03,calculate the price of a 2 year 90-strike European put option.

For a one-year straddle on a nondividend pay stock,you are given
(1) The straddle can be only exercised at the end of one year.
(2) The pay-off of the straddle is the absolute value of the difference between the strike price and the stock price at the exprivation date.
(3)The stock currently sells for 60.
(4)The continously compounded risk-free rate is 8%
(5)In one year ,the stock will either sell for 70 or 45
(6)The option has a strike price of 50.Calculate the current price of the straddle.