$(25$ Points$)$ You are given the following prices for $1-$year European call options for a stock S$.$

$\backslash$table$[[$Strike Price,$\backslash$table$[[$Call Option$],[$Premium$]]],[55,15\mathrm{.}00],[60,11\mathrm{.}25],[65,8\mathrm{.}66],[70,6\mathrm{.}05]]$

Consider the following two strategies for stock S:

I. $55-65$ bull spread with calls.

II$.60-70$ bear spread with calls.

Assume a continuously compounded risk$-$free rate of $2\mathrm{.}00\%.$ If S$1$ is the price of the underlying stock at the end of $1-$year, for which range of values of $S1($i$.$e$.,$ list all of the values$)$ will Strategy II has a higher profit than Strategy I?