$x(S)=\{\begin{array}{ccc}-2S,& \text{S}\text{i}\text{n}[0,& 10)\\ -20,& \text{S}\text{i}\text{n}[10,& 30)\\ 3S-110,& \text{S}\text{i}\text{n}[30,& 40)\\ 10,& \text{S}\text{i}\text{n}[40,& )\end{array}$

You portfolio consists of $-20$ bonds paying $$1$ on Maturity Date only. Enter the number of additional options you will

buy to get the payoff function above.

Note that the grader will mark your answer as correct only if all provided numbers are correct.

Call Options with Strike $=30$

Some of the weights might be correct, but portfolio has different payoff.

Put Options with Strike $=40$

$[$

Some of the weights might be correct, but portfolio has different payoff.

Call Options with Strike $=40$

Some of the weights might be correct, but portfolio has different payoff.

Put Options with Strike $=10$

Some of the weights might be correct, but portfolio has different payoff.

Put Options with Strike $=30$

Some of the weights might be correct, but portfolio has different payoff.