4. You are given: (i) An investor short-sells a non-dividend paying stock that has a current price of 44 per share. (ii) This investor also writes a collar on this stock consisting of a 40-strike European put option and a 50-strike European call option. Both options expire in one year. (iii) The prices of the options on this stock are: (iv) The continuously compounded risk-free interest rate is 5 (v) Assume there are no transaction costs. Calculate the maximum profit for the overall position at expiration