Bullish price spread: Short the high exercise price call and long the low exercise price call

$\backslash$table$[[,$IBM Call,,,,,,,,,,$],[,$Expiration,,Strike,Last,,,,,,,$],[,$July,,$90,13\mathrm{.}44,,,,,,,],[,$July,,$95,9\mathrm{.}8,,,,,,,],[,$July,,$100,7\mathrm{.}35,,,,,,,],[,1$ contract $f,$each,,,,,,,,,$],[$Stock price$/$share$,80,87\mathrm{.}5,90,92\mathrm{.}5,96\mathrm{.}06,100,105,107\mathrm{.}35,110,115,120],[$Call premium $($Long low$),,,,,,,,,,,],[$Call premium $($Short high$),,,,,,,,,,,],[$Payoff $($low$),,,,,,,,,,,],[$Payoff $($high$),,,,,,,,,,,],[$Profit$,,,,,,,,,,,]]$ Bullish Price Spread: You shorted the high exercise price call and longed the low exercise price all at the same time $(1$ contract for each and July expiration$).$ Please predict the profit of your portfolio based on the possible future stock prices by filling in the table.