Mathematical work or handwritten solution please:

You are given the following information:

The current price to buy one share of XYZ stock is 1000.

The stock does not pay dividends.

The risk-free rate, compounded continuously, is 3%.

European options on one share of XYZ stock expiring in one year have the following prices:

Strike Price	Call Option Price	Put Option Price
990	15.63	1.24
1000	7.80	2.93
1010	3.17	7.81

You buy a butterfly option spread: long one 990 put, short one 1000 put, short one 1000 call, long one 1010 call. There are no transaction costs. In one year, stock price is 1006. Calculate the amount of money the investor has immediately after expiration rate, assuming that there are no taxes or transaction costs, and any cash is always invested or borrowed at the risk-free rate