Suppose there is stock that is currently trading at 200 dollars per share. A year later, we expect that the stock's price can fall anywhere between 100 to 300 dollars per share. We also have the following European options trading on the stock, each with one year left to expiry:

• Five call options, with strike prices and premiums in parentheses: 120 (50), 160 (40), 200 (30), 240 (20), and 280 (10).
• Five put options, with strike prices and premiums in parentheses: 120 (10), 160 (20), 200 (30), 240 (40), and 280 (50).

PLEASE include Anaconda program code (jupyter notebook code)

a) Construct an options strategy that replicates the profits and losses (P&L) of Bull Call Spread strategy. Plot the P&L diagram.