> A Moving to another question will save this response. Question 3 of 15 Question 3 7.5 points Save Answer "You own a portfolio of 1-year options on TSLA that includes long 1 contract of a put option at K-400, short 1 contract of a straddle at K=500, and long 1 contract of call option at K=600. What will be the payoff at expiry to your portfolio if the TSLA price at expiry is (i) $200 (ii) $450 , and (iii) $1000 . 1 contract is 100 shares. Answer in integers." A Moving to another question will save this response.