Consider a stock priced at $30.There are put and call options available at exercise prices of 30 and a time to expiration of six months.The calls are priced at $2.89 and the puts cost $2.15.There are no dividends on the stock and the options are European.Assume that all transactions consist of 100 shares or one contract (100 options).Suppose the investor constructed a "reverse" protective put.At expiration the stock price is $27.What is the investor's profit? Also, what is the breakeven stock price?

a) -$215 and $27.85

b) -$215 and $32.15

c) $215 and $27.85

d) $215 and $32.15

e) none of the above