Consider a different number of European options, priced with the Black&Scholes Model, with initial stock price S0 = 119, strike K = 99, volatility = 0.22, risk free interest rate = 0.02315, and time to maturity T = 0.16667 years. A combination of long/short positions of calls and/or puts provides the picture attached with the payoff function (in black) and the profit function (in red). What combination of options gives that result? #5 Consider a different number of European options, priced with the Black&Scholes Model, with initial stock price S0 = 119, strike K = 99, volatility = 0.22, risk free interest rate = 0.02315, and time to maturity T = 0.16667 years. A combination of long/short positions of calls and/or puts provides the picture attached with the payoff function (in black) and the profit function (in red). What combination of options gives that result? #5