Problem POS-24. LR1409 XYZ stock currently trades at $28 per share. Two European options, expiring in one year, are specified in the table below. We consider the position (as specified in the table): Sell the stock short, buy two calls and one put. Part (a): Complete the table (algebraically) for the position's value at expiration. (Add columns if necessary.) Also compute the time-0 value. Time-0 price Position's Position's value at time T Security Strikeper unit Units time-0 value XYZ stock N/A 28.00 Call Put Total 11.00 13.50 N/A 25 35 N/A N/A Part (b) Plot a graph of the payoff and the profit of the above position as a function of XYZ stock price at expiration. There is no need to show work (numerical table) but you need to mark the coordinates of all important points: e the "kinks," i.e., points where the graphs change slope, the break-even points where the profit is zero, and also the points where the payoff intersects the x-axis the intersections with the y-axis