An enthusiastic study group has decided to apply some of what they've learned in finance and is considering assembling an investment portfolio consisting of various positions in the options market. The underlying asset in question is the stock of Forte, which is currently trading at $200. The stock is expected to either increase by 20% or decrease by 10% over the next six months. Both outcomes are equally likely. The group decides to construct a portfolio consisting of the following four positions: 1) Buy a call option with a strike price of $210; option premium $13. 2) Write (sell) a call option with a strike price of $230; option premium $5. 3) Buy a put option with a strike price of $230; option premium $30. 4) Write (sell) a put option with a strike price of $210; option premium $22. All options expire in six months and have Forte stock as the underlying asset. a) Show the value of the options portfolio for each of the two stock price outcomes at maturity. Calculate the expected return and the corresponding standard deviation for the portfolio. Does this seem to be a profitable investment? Provide a brief explanation.

I am clueless as to what to do here, can someone please help me solve this step by step so I can understand? This text is translated from another language, so I apologize if something is unclear or if I use the wrong finance term.