For A stock, which currently has a price of $$10$ per share, the exercise price is $$10$ and the European put option with a maturity of $6$ months is $$1.$

The maturity is the same at $6$ months, but a European call option with an exercise price of $$12$ costs $$0\mathrm{.}5.$

If an investor buys $10$ shares today, issues $10$ call options, and buys $10$ put options, draw a graph of the investor's profit or loss based on the price of A shares at $6$ months of option expiration.

Stock price fluctuations and option purchase costs should be considered comprehensively, and interest rates can be ignored.

Also, how would the graph change if an investor bought $10$ shares, issued $20$ call options, and bought $20$ put options?