Can someone help me solve this problem? Attached is an example to help. 8.1a#2

Question 2 1 pts 2. Steve buys a 134-strike European call on Asset A and sells (or writes) a 110-strike European call on Asset B. Coincidentally, it turns out that the spot price at expiration of both assets is S. Steve's total payoff under the two options is -10. Determine S. (12 #06) A) 120 B) 110.5 C) 115 D) 125 E) 129.5 Steve buys a 130-strike European call on Asset A and sells (or writes) a 108-strike European call on Asset B. Coincidentally, it turns out that the spot price at expiration of both assets is S. Steve's total payoff under the two options is -10. Determine S. [12 #06] ko 110 S O 132 O 127.5 O 118 113.5 O 122.5