A butterfly spread is the purchase of a call with exercise price=X1, the sale of two calls at exercise price X2, and the purchase of one call at exercise price X3. X1 < X2< X3. All calls have the same expiration date. Graph the payoffs and profits of this strategy as a function of the price of the underlying stock at expiration. You will have to make assumptions about the difference in the premiums to draw the profit line.