An investor buys a European put on a share for $3 and the investor also buys a European call on a share $2. The strike price on both options is $42, and the stock will not pay a dividend the options expire (a) Draw a diagram showing the variation of the investor's profit with the stock price at the maturity of the options. Indicate the maximum loss on the graph (that is, both the value of S_T and the corresponding loss on the verticals axis). Label the axes., The investor's portfolio is best characterized by (circle your answer) i. A bullish bet on the underlying stock ii. A bearish bet on the underlying stock iii. A bearish bet on the volatility of the