Consider the following three European call options, all with expiration at time T = 1: option A has strike $10; option B has strike $15; and option C has strike $20. (a) Create a bull spread from options A and B, and graph its payoff as a function of S(T). (b) Create a bear spread from options B and C, and graph its payoff as a function of S(T). (c) Create a butterfly spread from options A, B, and C, and graph its payoff as a function of S(T).