16. The current price of a non-dividend paying stock is 40 and the continuously compounded annual risk-free rate of return is 8%. You enter into a short position on 3 call options, each with 3 months to maturity, a strike price of 35, and an option premium of 6.13. Simultaneously, you enter into a long position on 5 call options, each with 3 months to maturity, a strike price of 4D, and an option premium of 2.78. All 8 options are held until maturity. Calculate the maximum possible prot and the maximum possible loss for the entire option portfolio