$2-29($Algo$)$

Both a call and a put currently are traded on stock XYZ; both have strike prices of $$58$ and expirations of six months.

Required:

a$.$ What will be the profitloss to an investor who buys the call for $$4\mathrm{.}80$ in the following scenarios for stock prices in six months? $($Loss amounts should be indicated by a minus sign. Round your answers to $2$ decimal places.$)$

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tock Price,Profi$4$

$\mathrm{.}80$

Can you please explain the math on how to get this answer