Exercise 4. Consider a portfolio that consists of the following four derivatives: 1) a put option written (sold) with strike price K -5, 2) a call option purchased with strike price K -5,3) a call option written (sold) with strike price K+5, and 4) a put option purchased at strike price K+5. All options are European. The risk-free rate is rf, the time to expiration is T, the initial stock price is So, and the stock price at maturity is Sr. What are the payoffs at expiration of this portfolio? What must the price of this portfolio be