"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 straddle position if the TSLA price at expiry is () $200 (it) $450 and (iii) $1000 . 1 contract is 100 shares. Answer in integers