$(10$ pt$)$ Consider two portfolios: Portfolio A consists of one European call option plus an zero which pays $K$ at time $T$; Portfolio B consists of one European put option plus a share of the underlying stock. The stock pays no dividend. Both options have the same underlying stock, the same expiration date $T$ and the strike price $K.$ Graph the time$-$T value of both portfolios $($in separate pictures$)$ as functions of the stock price $S=S(T).$