(Solved): Today is "time 0". The following securities are given. The options are on XYZ stock. It is given tha ...

Today is "time 0". The following securities are given. The options are on XYZ stock. It is given that the stock will not pay dividends during the time period \( [0, T] \). Consider the following position: Sell the stock short (one share), buy two calls, sell (write) two puts and buy 10 bonds. Questions: (a) Prepare a numerical table showing the payoff and the profit of the above position at expiration, under different scenarios. (See separate template.) Guidance: For the bond, see part (c) below. (b) Use the numerical table to draw graphs for the position's payoff at expiration and for the profit at expiration. Mark all the important points. (See separate document; "Option positions: guidance for problems".) Also mark the slope for each segment. Complete: The profit at expiration is negative if the stock price at that time is in the range The profit is positive if the stock price is in the range (c) Complete the following algebraic table showing the payoff and the profit of this position at expiration under different scenarios.Time-0 unit pricePosition (Units)Time-0 value \( { }^{1} \) \( { }^{1} \) The value of the bond investment was rounded.