Suppose you are trading derivatives on natural gas and you simultaneously execute the following transactions: Sell a forward contract at a price of $4.78 per mmbth, sell a put option with an exercise price of $4.80 per mmbtts, and buy two call options with an exercise price of $4.90 per mmbth. The size of each contract is 10,000 mmbty, the options are European style, and all of the contracts expire on December 31 Complete the following table to show how the payoff for your net position depends on the spot price of natural gas on December 31 : (a) Draw a payoff diagram to show the payoff for your net position