A collar is established by buying a share of stock for $$64,$ buying a six$-$month put option with exercise price $$60,$ and writing a six$-$month call option with exercise price $$70.$ Based on the volatility of the stock, you calculate that for an exercise price of $$60$ and maturity of six months, N$($d$1)=0\mathrm{.}7396,$ whereas for the exercise price of $$70,$ N$($d$1)=0\mathrm{.}6872.$

Required:

What will be the gain or loss on the collar if the stock price increases by $$1?($Input the amount as a positive value. Do not round intermediate calculations and round your answer to $3$ decimal places.$)$