A collar is established by buying a share of stock for $$54,$ buying a six$-$month put option with exercise price $$50,$ and writing a sixmonth call option with exercise price $$60.$ Based on the volatility of the stock, you calculate that for an exercise price of $$50$ and maturity of six months, $N(d_1)=0\mathrm{.}7001,$ whereas for the exercise price of $$60,N(d_1)=0\mathrm{.}6340.$

Required:

What will be the gain or loss on the collar if the stock price increases by $$1?($Input the amount as a positive value. Do not round intermediate calculations and round your answer to $3$ decimal places.$)$

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