You are given the following information about your European Options Portfolio - All of which are for the same underlying security and have the same expiration date: Assume that there is only 1 unit of the underlying security per option contract. Position Strike Price ($) Option Premium ($) A. 10 Long Calls 20 1.5 B. 5 Short Calls 15 4.0 C. 10 Long Puts 15 0.7 D. 7 Short Puts 20 3.0

Assume that the final Stock price at Maturity is $ 22.0. Just input the $ amounts for each of the following scenarios.

For example:

If the answer is $12.0, enter 12

If the answer is $ -12.3, enter -12.3

1. Compute the Payoff for A .

2. Compute the Payoff for B .

3. Compute the Payoff for C .

4. Compute the Payoff for D .

5. Total Portfolio Payoff

6. Compute the Profit for A .

7. Compute the Profit for B .

8. Compute the Profit for C .

9. Compute the Profit for D .

10. Total Portfolio Profit

Q2) Find the first possible Break even Point (Final Stock Price at Maturity).

Q3)Find the Second possible Break even Point (Final Stock Price at Maturity).