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A Twisted Sister option strategy is constructed with the following options: A long put at X1 A short put at X2 Ashort call at X3

A "Twisted Sister" option strategy is constructed with the following options:

  • A long put at X1
  • A short put at X2
  • Ashort call at X3

Please evaluate the possible proft outcomes at each strike price (X1, X2 & X3) for spot prices at each possible interval (S < X1; X1 < 5 < X2; X2 < S < X3 and S > X3).

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