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2 - 2 9 ( Algo ) Both a call and a put currently are traded on stock XYZ; both have strike prices of $

2-29(Algo)
Both a call and a put currently are traded on stock XYZ; both have strike prices of $58 and expirations of six months.
Required:
a. What will be the profitloss to an investor who buys the call for $4.80 in the following scenarios for stock prices in six months? (Loss amounts should be indicated by a minus sign. Round your answers to 2 decimal places.)
\table[[S
tock Price,Profi4
.80
Can you please explain the math on how to get this answer
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