Problem3 - for each portfolio determine whether the payoff diagram can be computed as a function of one variable (price of asset for a single company.) Provide argument. If yes, draw the payoff diagram. Assume that the annual interest risk-free rate is r=10%. Portfolio1 - Hold call option with parameters E1, T1 on asset S and write 2 put options with parameters E2, T2 on asset S with E2 > E1 and T2 > T1. Portfolio2 - Hold call option with parameters E, T on asset S1 and write 2 put options with parameters E, T on asset S2. Portfolio3 - At time zero the portfolio is - Hold call option with parameters E, T=6months on asset S, write 2 put options with parameters E, T=6months on asset S, plus $10 cash