Consider a portfolio consisting of two European-style options.

you write a put option with an exercise of $30; and, buy a put option on the same stock with the same expiration date with an exercise price $35.

1. At the options expiration date, the maximum payoff of your options portfolio is $ ?
2. At the options expiration date when the stock price is $32, the payoff of your options portfolio is $?
3. Ignoring 1 and 2, to replicate a short position in a put option on an underlying stock, you should (buy/sell) its call option, (buy/sell) underlying stock, and (buy/sell) treasury bond?