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.

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

Please answer the following questions and enter the relevant amounts as follows:

If the answer is $12.0, enter 12

If the answer is $ -12.3, enter -12.3

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

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