Consider the following: a call option on a stock has strike price $100, premium of $5 and the current price of the underlying stock is $100. If you buy the call option today, what is your holding period return at expiry of the contract for the following possible future stock prices: $80, $85, $90, $95, $100, $105, $110, $115, $120, $125, $130, $135 and $140?

How would you describe the distribution of returns on this long call position (normal, positively skewed, negatively skewed)?