Actuarial science

Consider European options all with the same maturity and with strike prices X1, X2, and X3 such that X1 < X2 < X3. An investor used these options to create a butterfly spread. In order to offset some of the cost of this strategy, he sold an additional X3-strike call at the same time. What option strategy did the investor end up with?

a. None of these other answers is correct b. Written Butterfly Spread c. Ratio Call Backspread d. Ratio Call Spread e. Written Straddle