Consider now at time t a portfolio II that holds one long European call option, one short European put option, a units of the stock S(t), and an amount equal to 2Ee=r(Tt) dollars in the bank that continuously compounds at interest rate r. Mathematically we define this as follows: II = CE(S,t) - PE(S,t) + s(t)a +2Ee-r(T-1) Suppose we compute a to be such that the value of the portfolio II will be unaffected by small changes in the underlying stock price S. With a set to this value, what is the value of this portfolio at expiration if E = $100? Please round your numerical answer to the nearest integer dollar. = Consider now at time t a portfolio II that holds one long European call option, one short European put option, a units of the stock S(t), and an amount equal to 2Ee=r(Tt) dollars in the bank that continuously compounds at interest rate r. Mathematically we define this as follows: II = CE(S,t) - PE(S,t) + s(t)a +2Ee-r(T-1) Suppose we compute a to be such that the value of the portfolio II will be unaffected by small changes in the underlying stock price S. With a set to this value, what is the value of this portfolio at expiration if E = $100? Please round your numerical answer to the nearest integer dollar. =