An investor constructs a protective collar around a single Apple stock by buying the stock today, taking a position in a call option with a strike price of $120 and a position in a put option with a strike price of $80. All the options expire one year from today. Assume that the current stock of Apple is trading at $100, and the standard deviation of apple is 35%. Also, assume that the risk-free rate is 5%. And the entire portfolio will be liquidated one year from today when the options mature. What is this portfolio's largest (maximum) possible profit at maturity?

Group of answer choices

96.08

25.07

Infinity

6.24

120.58