10.26. Suppose that c1, c2, and c3 are the prices of European call options with strike prices K1, K2, and K3, respectively, where K3 > K2 > K1 and K3 − K2 = K2 − K1. All options have the same maturity. Show that c2 ≤ 0.5(c1 + c3). (Hint: Consider a portfolio that is long one option with strike price K1, long one option with strike price K3, and short two options with strike price K2.)