Suppose that you buy for 48 dollars a share of stock. in order to hedge your investment, you decide to also buy 2 put options and seil 1 call option on the same stock. Each put costs 7 dollars and has a strike price of 35 dollars. The call costs 5 dollars, and has a strike price of 60 dollars. Find (ff it exats) the maximum possible profit for your portfolio on the exercise date. If there is no maximum, then wite "None" for your answer. (Note your portfolio contains oplions and a share of stock.) Answer = foilars