Consider 1-year European call options. No arbitrage implies that a combination of 2 options with a strike of 200 and 1 option with a strike of 140 is more expensive than 3 options with a strike of 180. Is this true/false and why?

P.s (in explanation could you pls explain how call arbitrage works, because i understand how to work out if arbitrage with put-call parity when there is a call and put involved but when it is just call options of different strikes/different prices, I do not know what to do)