$($ Financial Derivatives $)$ The price of a stock is $$40.$ The price of a one$-$year European put option on the stock with a strike price of $$30$ is quoted as $$7$ and the price of a one$-$year European call option on the stock with a strike price of $$50$ is quoted as $$5.$ Suppose that an investor buys $100$ shares, shorts $200$ call options and buys $200$ put options. Draw a diagram illustrating how the investor$$s profit of loss varies with the stock price over the next year.