You own a portfolio of 1-year options on TSLA that includes long 1 contract of a put option at K=400, short 1 contract of a straddle at K=500, and long 1 contract of call option at K=600. 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