wrong information, please disregard

5. An investor short-sells a non-dividend paying stock that has a current price of 44 per share. This investor also writes a collar on this stock, consisting of a 40-strike European put option and a 50-strike European call option. Both options expire in one year, and the continuously compounded risk-free interest rate is 5%. The prices of the options on this stock are: Strike price Call premium Put premium 40 8.42 2.47 50 3.86 7.42 Calculate the maximum profit for the overall position at expiration