Plot the payoff of the following (portfolio of) positions as a function of the under- lying security price at expiry St. All contracts have the same expiration date (say, one year later) (a) Short 100 forward contracts with a deliery price K of $120. (b) Long 50 call options at strike of $120, and short 50 put at strike $120. (c) Long one put at strike $90, and long one call at strike $110