Consider the following two portfolios: Portfolio A: 20 long put options on IBM stock with strike price X=$80 and 20 short call options on IBM stock with strike price X=$60. Each PUT gives the right to sell one share of the IBM stock. Each CALL gives the right to buy one share of the IBM stock. Portfolio B: Short position in 100 shares of IBM stock and Some cash amount of $z invested at the risk free rate r=10%. Suppose that, if IBM stock price at expiration date turns out to be St =$70, then both portfolios has the same payoff. What is the cash amount $z in portfolio B