At time zero, you enter a short position in forward contracts on $25$ shares of the stock ABC at the forward price of $$55\mathrm{.}00.$ Additionally, you sell $($write$)10$ "exotic" options, with the same maturity as the forward contracts. These options are call options, but the underlying asset is the average of the current stock price and the stock price at maturity, rather than the stock price at maturity alone. The option's strike price is $$57\mathrm{.}00,$ the option selling price today is $$6\mathrm{.}00$ per option, and the current stock price is $$55\mathrm{.}00$ per share. Assume that, after these trades are executed, the initial capital you have $($or need$)$ is invested $($or borrowed$)$ at a zero interest rate.

Calculate your total profit or loss if$,$ at maturity, the price of one stock share is $$65\mathrm{.}00.$ Use a minus sign for a loss.

Calculate your total profit or loss if$,$ at maturity, the price of one stock share is $$45\mathrm{.}00.$ Use a minus sign for a loss.

Calculate your total profit or loss if$,$ at maturity, the price of one stock share remains $$55\mathrm{.}00.$ Use a minus sign for a loss.