An investor buys a European call on a share for $1.$ The current stock price is $16$ and the strike price is $18.$ The maturity of the option is in $3$ months. d$\mathrm{.}1$ Briefly discuss the investor$$s motivation for purchasing the call option. Draw a diagram showing the investor$$s potential profit$/$loss on this position at maturity. d$\mathrm{.}2$ Suppose the investor are betting on large price movements of the above underlying asset. Demonstrate how to combine another option with the existing call option as an option strategy to achieve this.