This example is part of "Hedged Portfolios" to minimize risk.

Assume you have $$7000$ to invest; A stock is trading at $$100\mathrm{.}00.$

A call option that expires in one year with a strike price of $$100\mathrm{.}00$ is trading at $$8\mathrm{.}00.$

T$-$Bills are yielding a $1-$year return of $0\%.$

Suppose you invested $$3000$ in Options and the remaining $$4000$ in T$-$Bills.

How much is your portfolio's $1-$year return if you invest in "Options and T$-$Bills" and the stock price after one year is $$125\mathrm{.}00?$

Enter your answer in the following format: $+$ or $-0\mathrm{.}1234$

Hint: The Answer is between $0\mathrm{.}8115$ and $1\mathrm{.}0328$