Marge buys a 6-month 65-strike European put with a premium of $4.53. She also writes a 6-month 75-stike European put with a premium of $10,56 on the same underlying asset. The risk-free rate of interest is 6% effective per annum. The spot price at expiration is $68. marge's total profit on the two options is x. Determine x.

I have the answer, but it would be nice to get the solutions as well as an explanation and the best way to think about it/solve. If that make sense. Thanks!