Checked Call Options Return

At the beginning, you create the following portfolio:

Strike

Price Number of calls Position Premium

$55700$ Short $5\mathrm{.}00$

$50700$ Long $5\mathrm{.}80$

At the end, the stock price is $57\mathrm{.}65$

Assume you and anyone else exercises in their best interest.

Assume you don't own and don't want to own the underlying stock.

What is the rate of return on your portfolio?

A Between $-150\%$ and $0\%$

B Between $0\%$ and $200\%$

C Between $200\%$ and $500\%$

D Between $500\%$ and $700\%$