OdOnly I and III are correct e. All are correct Assume an investor constructs a portfolio by buying two shares of ABC stock at a Price of $35 Share, a put option with strike price $40 on this stock, and simultaneously selling a call option strike price $40 on this stock. The premium for the put option is $1 and the premium for the call is $0.87. Each option is based on one ABC stock (NOT a bundle of 100) and each option has ti maturity date. What is the profitloss of this portfolio when the market price of ABC stock is $37.72 at the expi both options and you are liquidating the portfolio with no transaction costs. Dinne retnin ntlannt A danimal nonne in Allulation and least 2 decimal places in the