Synthetic Short Position Conditions on same share, same ATM strike, same expiry

Exchange X forbids short sales of shares. To beat this restriction, you decided to construct a synthetic short share position on A shares by buying PUT and writing CALL A options.

Put options with an exercise price of $27.00 have a premium of 60c while call options with exercise prices of $27.00 and $28.00 are priced at 25 cents and 10 cents respectively.

All options expire in 3 months. Ignoring the time difference between the purchase of the option and its expiry:

i) construct a clearly labelled diagram showing the expiry profit as a function of share-price, from the synthetic short position.

ii) calculate the profit for the expiry

1.At $25

2.At $28