7. Suppose on a trading day in May 2020, the stock price is $50, you long a straddle by using an at-the- money European call and put stock options with maturity of June 2020. The call and put prices are $3.30 and $2.30, respectively. On another trading day in May 2020, you short a straddle of European call and put options with the same maturity as those in the previous straddle but with a strike price of $60. The call and put option prices are $4.0 and $2.8, respectively. Please draw a figure to show the profit of your portfolio involving above two straddles at maturity (The equation of each line and coordination of intersection point and end point should be annotated). (15 scores) 7. Suppose on a trading day in May 2020, the stock price is $50, you long a straddle by using an at-the- money European call and put stock options with maturity of June 2020. The call and put prices are $3.30 and $2.30, respectively. On another trading day in May 2020, you short a straddle of European call and put options with the same maturity as those in the previous straddle but with a strike price of $60. The call and put option prices are $4.0 and $2.8, respectively. Please draw a figure to show the profit of your portfolio involving above two straddles at maturity (The equation of each line and coordination of intersection point and end point should be annotated). (15 scores)