ScenarioII:Aspreviouslynotedabove,AkashboughttheJan$2640$CALLfor$$11\mathrm{.}45,$andsoldtheJan$2555$CALL for $$3\mathrm{.}10.$ ONON went on to close at $$53$ at the Jan $25$ expiration and Akash then sold the Apr $2560$ CALL for $$2\mathrm{.}80.$ ONON then closed at $$55$ at the April expiration, and Akash then sold the Aug $2565$ CALL for $$2\mathrm{.}40.$ ONON then closed at $$64$ at the Aug $25$ expiration, and Akash then sells the Jan $2675$ CALL for $$3\mathrm{.}00.$ And now, assume, finally, that ONON closes at $$78$ on the Jan $26$ expiration date, and he must close out the trade.a$.$ What is the profit $($in $$$)$ AKASH made on this entire trade? How much would he have made if he just held the Jan $2640$ CALL and never established his Diagonal Spread. Please compare the two strategies and show all your work. $18.20$ pts PLEAS