Evaluate the following strategies in terms of their profit and underlying price relationships at expiration. In your evaluation, include a profit table that breaks down each strategy. Identify the name of each strategy.

a$.$ The purchase of one July $50$ call contract at $$12,$ the sale of two July $60$ call contracts at $$6,$ and the purchase of one XYZ July $70$ call contract at $$3.$ Evaluate at expiration stock prices of $40,50,53,56,60,64,67,70,$ and $80.$ Note: contract size is $100$ options.

b$.$ The purchase of an XYZ $40$ call contract at $$3$ and the purchase of an XYZ $35$ put contract at $$3.$ Evaluate at expiration stock prices of $20,25,29,30,35,40,45,46,50,$ and $55.$

c$.$ The purchase of a $2,500$ S&P $500$ call at C $=50$ and the sale of a $2,500$ S&P $500$ put for P $=50,$ each with multipliers of $$100.$ Evaluate at expiration spot index prices from $2,000$ to $3,000$ with steps of $200(2,000,2,200,2,400,....3,000).$