A derivative security of European style with expiration in 1 year has this payoff: max (0, - max (K-S, S-3K)), where K = 10 is the strike price and S is the price of the underlying stock at expiration. The stock currently trades at 25, and the following prices for European calls on the stock are known (all expiring in 1 year): Strike Price 10 15.39 20 6.47 30 1.65 4. What is the price of the derivative security that is outlined on the previous page? (Hint: The payoff curve should look like something you have seen before. You can also create the same payoff using the given calls)