At time zero you enter a short position in futures contracts on 20 shares of the stock

Question:

At time zero you enter a short position in futures contracts on 20 shares of the stock XYZ at the futures price of $50.00. Moreover, you sell (write) 5 "exotic" options of the following type: they are put options, but using as the underlying asset the average of the today's stock price and the stock price at rather than using the stock price at as the underlying asset. The option's is K = $52.00, the option selling price today is $5.00 per option and the today's stock price is S(0) = $49.00 per share. The of all of your positions is T = 2 months. What is your total profit or loss two months from now if
a. At the price of one stock share is $57.00?
b. At the price of one stock share is $47.00?
Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity. Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...