Consider a European Call option of stock XYZ$.$ The current price of the option is $$5\mathrm{.}67.$ This option has $3$ months to maturity,

and the strike price is $$80.$ Currently, the price of $xYZ$ stock is $$65.$ The $3-$month interest rate $($annualized$,$ continuously

compounded$)$ is $4\%.$ Compute the net payoff to the buyer of the option at the expiration of the options, assuming that:

the price of $xYZ$ at maturity is $$105$

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the price of $xYZ$ at maturity is $$70$