How to compute this question, and what is the meaning of one share and zero calls or 0.5 shares and 15.69 calls in the question. Thanks!

1. Goldman Sachs (GS) stock is currently trading at $192.96. Three-month calls struck at $195 are currently trading at $6.15. Consider the following three portfolios - A consists one share and zero calls, B consists of 0.5 shares and 15.69 calls, C consists of zero shares and 31.38 calls. Note that the initial cost (modulo rounding error) of each portfolio is the same. In what follows we let Sr be the terminal stock price, i.e. the Goldman stock price three months from now. (a) Complete the following table, where V, denotes the value of portfolio i in three months. Sr 190 200 205 210 220 VA VB Vc (b) On the same set of axes, sketch V as a function of Sy for each portfolio. Be sure to indicate slopes and points at which different curves intersect. (c) Any of these three portfolios can be used to bet on Goldman's stock doing well over the next three months. What is attractive about o relative to A? What is unattractive about C, relative to A? What is attractive about B, relative to C