"You own a portfolio of $1-$year options on TSLA that includes long $1$ contract of a put option at K$=300,$ short $1$ contract of a straddle at K$=500,$ and long $1$ contract of call option at K$=700.$ What will be the payoff at expiry to your portfolio if the TSLA price at expiry is $($i$)$ $$200$

$,($ii$)$ $$450$

$,$ and $($iii$)$ $$1000$

$1$ contract is $100$ shares. Answer in integers."