Assume the effective 6-month interest rate is 2% and the S\&R 6-month forward price is $1020. The premiums for S\&R options with 6 months to expiration are as follows: Construct payoff and profit diagrams for the purchase of a 950-strike S\&R call and sale of a 1000-strike S\&R call (call spread). Verify that you obtain exactly the same profit diagram for the purchase of a 950-strike S\&R put and sale of a 1000-strike S\&R put (put spread). What is the difference in the payoff diagrams for the call and put spreads? Why is there a difference