the question I am struggling with and would like the answer for is as follows:

Suppose you are the holder of a European cash-or-nothing call option with pay-off function BH(S E), and the holder of a European cash-or-nothing put option with pay-off function BH(E S), with the same underlying S, same expiry date T and same strike price E, where B > 0 is a constant (an amount of money) and H is the Heaviside function. Suppose that H(0) = 1 2. What is the value of your portfolio at time t 6 T?