The risk$-$free rate, compounded continuously, is $11\%.$

European options on one share of a stock expiring in eight months have the following prices:

An investor purchases an asymmetric butterfly spread on this stock using the above options such that

the investor sells $100$ of the middle strike options.

Let $V$ be the investor's profit if the spot price of the stock at expiration is $60.$

Let $x$ be the investor's profit if the spot price of the stock at expiration is $80.$

Let $Y$ be the investor's profit if the spot price of the stock at expiration is $110.$

Let $Z$ be the investor's profit if the spot price of the stock at expiration is $130.$

Calculate $V+x+Y+Z.$