You are faced with the probability distribution of the HPR on the stock market index fund given in spreadsheet $5\mathrm{.}1$ of the text. Suppose the price of a put option on a share of the index fund with exercise price of $$110$ and time to expiration of $1$ year is $$12,$ and suppose the risk$-$free interest rate is $6\%$ per year. You are contemplating investing $$107\mathrm{.}55$ in a $1-$year CD and simultaneously buying a call option on the stock market index fund with an exercise price of $$110$ and expiration of $1$ year.

What is the probability distribution of your dollar return at the end of the year?

Note: Round your answers to $2$ decimal places.