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Problem $15-7$ Calculating Option Payoffs $($LO$2,$ CFA$2)$

$\backslash$table$[[,,,$Calls,Puts$],[$Close$,$Strike Price,Expiration,Volume,Last,Volume,Last$],[$Hendreeks$,,,,,,],[103,100,$February,$72,5\mathrm{.}20,50,2\mathrm{.}40],[103,100,$March,$41,8\mathrm{.}40,29,4\mathrm{.}90],[103,100,$April,$16,10\mathrm{.}68,10,6\mathrm{.}60],[103,100,$July,$8,14\mathrm{.}30,2,10\mathrm{.}10]]$

a$.$ Suppose you write $45$ of the July $100$ put contracts. What is your net gain or loss if Hendreeks is selling for $$92$ at expiration? For $$110?$

$\backslash$table$[[$$$92$ at expiration,$],[$$$110$ at expiration,$]]$

b$.$ What is the break$-$even price, that is$,$ the terminal stock price that results in a zero profit? Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.