For all problems where a risk free rate or a dividend yield is given, assume that the interest rate and the dividend yield are annual and continuously compounded rates.

A trader creates a short strangle using put options with a strike price of $195 per share and call options with a strike price of $205 per share. The trader sells 10 put contracts and 10 call contracts. Each contract is written on 100 shares of stock. The put option is worth $7 per share, and the call option is worth $8 per share. What is the profit of the short strangle at maturity as a function of the then stock price?