Today is "time 0". The following derivative securities, all on XYZ stock and expiring at the same time, are given: Consider the following position: - Sell (take a short position in) the forward contract, - buy (take a long position in) the call, and - sell (take a short position in) the put. Questions: (a) Prepare a numerical table showing the payoff and the profit of the above position at expiration, under different scenarios. (See separate template.) (b) Use the numerical table to draw graphs for the position's payoff at expiration and for the profit at expiration. Mark all the important points. (See separate document; "Option positions: guidance for problems".) Also mark the slope for each segment. Complete: The profit at expiration is negative if the stock price at that time is in the range The profit is positive if the stock price is in the range (c) Complete the following algebraic table showing the payoff and the profit of this position at expiration under different scenarios