Stock of the ABC company is currently trading at the price of So $40.00 per share. European call options on the stock with T = 1 years and KC = $45.00 are trading at the current price of Co = $0.40 per option. European put options on the stock with T = 1 years and KP = $35.00 are trading at the current price of Po = $0.34 per option. At t = 0 an investor purchases 100 of the call options described above and 200 of the put options. He also takes a long position on a forward contract to purchase of 50 shares of stock at the delivery date T = 1 and the forward price of F = $41.00 per share. Assume that the investor does not make any trades between t= 0 and t = 1. (a) What is the initial value of this investors portfolio? (b) Sketch a graph of the value of this investors portfolio as a function of S1, the stock price at time t = 1. (c) For what values of Si does the investor make a profit? For what values of Sy does the investor incur a loss