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

What will your estimated P&L be if the underlying increases by $1 for a portfolio consisting of buying 100 puts with a strike price of $110 and one year expiration and selling 100 calls with a strike price of $120 and one year to expiration. The underlying has a current price of 100, an annualized volatility of 40%, and the risk free rate is 5%.

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