A butterfly spread is the purchase of one call at exercise price X1, the sale of two calls at exercise price X2, and the purchase of one call at exercise price X3. X1 is less than X2, and X2 is less than X3 by equal amounts, and all calls have the same expiration date. Suppose X1 = 80, X2 = 100, and X3 = 120. What is the payoff of this butterfly spread if ST= 95? What is the payoff if ST= 115?