Question I Fill in the following payoff table ( as a function of the stock price in I year ) of a portfolio that is ( 1 ) long one share of stock , ( i ) long one I - year put with an exercise price of $50 , ( 1 1 ) short one 1 - year call with an exercise price of $60 , ( iv ) short one I - year call with an exercise price of $80 and ( V ) short a I - year zero- coupon bond with a face amount of $40 Graph the payoff as a function of the stock price in I year . ( Note : Payoff not profit , ignore the cost of these securities ) Price $30 840 850 860 870 880 890 5100 SI10 Long Stock Long Put ( * = 50 ) Short Call ( X - 60 ) Short Call ( X - 80) Short Bond ( F - 40 ) Total Payoff