Point 100%. Given the information below: Premiums for stock XYZ options with 6 months to expiration: Strike ........ Call .......... Put ..... 100 10.35 ........ 6.50 ..... ..... 110 6.11 .......... 11.88 ..... Assume the effective 6-month interest rate is 4% and the current spot price stock XYZ is 100. Currently, you purchase a stock XYZ. You want to have an insurance in case the stock price goes down in six months. At the same time you want to reduce the financing cost. So you buy a collar which is purchase (long) of a 100-strike put and sale (short) a 110-strike call. This strategy is known as a Collared Stock (long a stock at 100, long a 100-strike put, and short a 110- strike call). *You have to answer the following question on your own words! You can answer it in either Bahasa or English Show that the profit of this Collared Stock strategy is the same as the profit of a 100-110 Bull Spread (long a 100-strike call and short a 110-strike call) for all spot prices at maturity (6 months from now). Show your work! You need to submit your OWN work as an attachment