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DFW common stock currently trades for $80/share. You expect DFW could move by 15% in either direction over the next six months. The annual risk

DFW common stock currently trades for $80/share. You expect DFW could move by 15% in either direction over the next six months. The annual risk free rate is 1%. Exercise price of $88

Find the risk-free dollar return that could be earned by someone who combined 1000 shares of DFW stock and wrote the appropriate number of call options on the stock. Do not use the dollar sign when entering your response. Round intermediate steps to four decimals and your final answer to the nearest dollar.

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