Please Solve in Excel

Suppose you short an index valued for $$1000.$ To protect yourself from value

increase you buy

a $1000-$strike $1-$year call with a premium of $$93\mathrm{.}81.$ You are given r $=2\%$ annual effective.

$($a$)$ Draw a time table for the shorted index, and the purchased call, and the combined

position.

$($b$)$ Draw profit diagram for the combined position. What is the name of the combined

position?

$($c$)$ Verify that you obtain the same payoff diagram and profit diagram by purchasing a

$1000-$strike put option with T $=1$ year to expiration and premium $$74\mathrm{.}20,$ coupled with

borrowing $$980\mathrm{.}39.$

$($d$)$ Verify the result using put$-$call parity