Current stock price S is $22. Time to maturity T is six months. Continuously compounded, risk-free interest rate r is 5 percent per year. European options prices are given in the following table: Strike Price Call Price Put Price K1 = $17.50 $5 $0.05 K2 = 20 3 0.75 K3 = 22.50 1.75 1.75 K4 = 25 0.75 3.50 Which statement is INCORRECTabout a butterfly spread by going long calls with strike prices K1 = $17.50 and K3 = $22.50 and selling short two calls with a strike price 20