Consider a European Call option of stock XYZ$.$ The current price of the option is $$9\mathrm{.}85.$ This option has

$6$ months to maturity, and the strike price is $$120.$ Currently, the price of XYZ stock is $$85.$ The $6-$

month interest rate $($annualized$,$ continuously compounded$)$ is $5\%.$ 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 $$165$

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