Question: What will our estimated P&L be if the underlying increases by $1 for a portfolio consisting of selling 100 puts with a strike price of

What will our estimated P&L be if the underlying increases by $1 for a portfolio consisting of selling 100 puts with a strike price of 50 and one year expiration and buying 100 calls with a strike price of 60 and one year to expiration. The current spot price is 70 and the underlying has an annual volatility of 20% and the risk free rate is 5%?

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