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off diagrams for the following combination of securities at maturity:

$($a$)$ Short one share of stock, long one call option with a strike price of $$100$

$($b$)$ Long one risk$-$free bond with a PAR value of $$100,$ long one call option with a

strike price of $$100$

$($c$)$ Long one put option with a strike price of $$100,$ long one call option with a strike

price of $$50$

$($d$)$ Short one put option with a strike price of $$50,$ long one put option with a strike

price of $$100$

$($e$)$ Long two call options with a strike price of $$100,$ short two call options with a

strike price of $$150$