2. Assume that you have following options available to you. CC, PPs, and P, where K Here CP and represent call premium, put premium and strike price, respectively. All options have the same underlying asset and maturity, Show how to construct the following payoffs using some these options. Also, write the appropriate names of these payoffs Show the appropriate strike prices in the diagram. The top one is provided os on exemple. The dashed line is the coordinate, which represents spot piece of the underlying asset Example ka C-Pi Synthetic long forward cellars option II Bear spread Strongle IV Buktiny * V Drow the payoff of the hedging strategy... (1) and (2) and it combination). Nome the strategy that we are using to hedge the long underlying asset. What is the cost for setting up this hedge