Problem 3. The current price of a non-dividend paying stock is $55 and the continuously compounded risk-free rate of return is 5%. You enter into a short position on 3 Call options, each with 4 months to maturity, a strike price of $65, and initial premium of $5.13. Simultaneously, you enter into a long position on 2 Call options, each with 4 months to maturity, a strike price of $70, and an option premium of $2.78. Considering the entire option portfolio with 5 contracts, what is (i) the maximum possible profit? (ii) the maximum possible loss? Include a labeled profit diagram to support your