onsider a portfolio composed of:

$1$ short position in a forward contract on $1$ share of XYZ$.$ The forward maturity is in T$=1$ and the forward price is $51$

$1$ long position in a European call option on $1$ share of XYZ$.$ The call option maturity is in T$=1$ and the call strike price is $29$

$1$ short position in a European put option on $1$ share of XYZ$.$ The put option maturity is in T$=1$ and the put strike price is $29.$

If in $1$ year the price of $1$ share of XYZ is $70,$ what is the net cashflow of your portfolio?