Problem $2-29($Algo$)$

Both a call and a put currently are traded on stock XYZ; both have strike prices of $$58$ and expirations of six months.

Required:

a$.$ What will be the profit$/$loss to an investor who buys the call for $$4\mathrm{.}80$ in the following scenarios for stock prices in six months? $($Loss amounts should be indicated by a minus sign. Round your answers to $2$ decimal places.$)$

$\backslash$table$[[$Stock Price,Profit$/$Loss$],[$$$,48,$$$,(4\mathrm{.}80)$