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(Solved): This question and the next two questions are based on the following information.Consider a producer ...



This question and the next two questions are based on the following information.Consider a producer who is in the business of producing Cocoa for future sale. At thetime of 0 (i.e., present time), we have S(O) = $1652, F(0) = $1675. The firm isexpecting to sell the Cocoa in 2 months, while the delivery date of the futures contract is 3 months away. Assume that the price of Cocoa in two months is unpredictable, but we know that the future price in two months will be $8 higherthan the spot price of Cocoa in two months (i.e., F(t) = S(t) + $8).Without hedging, what is the firm's net profit at date t (i.e., in two months)?A) $23B) $8C) $31D) $15E) Cannot be determined.



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