Question about Mathematical Finance

Please write step by step and clearly

Exercise 1 (1.5). Suppose in the following portfolios all options are based on the same stock, have expiry date T and strike price K (unless otherwise stated). In each case find the portfolio value at time T in terms of ST,K : i. one call option and one put option; ii. two call options and one share sold (i.e. short); iii. one share, short one call option; iv. one (K1,T) call option, short one (K2,T) put option