Today, you longed a one-month call option of S&P500 index with a strike price of $2485, and longed another put option of S&P500 index with the same strike price and the same maturity. The premium of the call is $93, and the premium of the put is $54.

(a) (5 pts.) What is the name of the option strategy you created?

(b) (5 pts.) One month later, if the S&P500 index is at 2000, is your strategy making you money? If so, how much?

(c) (5 pts.) At what stock price will you break even?