I need it solved out i'm trying to study for a test please and thanks!

The following prices are available for call and put options on a stock priced at $50. The risk-free rate is 6 percent and the volatility is 0.35. The March options have 90 days remaining and the June options have 180 days remaining. The Black- Scholes model was used to obtain the prices. Calls Puts Strike March June March June 45 6.84 8.41 1.18 2.09 50 3.82 5.58 3.08 4.13 55 1.89 3.54 6.08 6.93 Assume that each transaction consists of one contract (for 100 shares) unless otherwise indicated. What is the profit if the stock price at expiration is at $64.75 if we are constructing long straddle strategy using the June 50 option? O $1,475 O none of the above O $500 O $971