You purchase $200$ shares of a stock at a price of $$92$ per share. You purchase $200$ call options on the stock with exercise price of $$95$ and a call premium of $$5\mathrm{.}75$ per call option. You also write $($sell$)300$ put options on the same stock with exercise price of $$88$ and put premium of $$2\mathrm{.}64$ per put option. All the options expire on the same date. Calculate the profit on your entire strategy $($portfolio$)$ at the expiration of the contracts if the Stock price at that time is $$98.($Assume you sell all your shares the date that the options expire.$)$

Group of answer choices

$-$$$1,558$

$-$$$1,190$

$+$$$2,174$

$+$$$1,837$

$+$$$1,442$