Financial Derivatives (4) T=1/4 year, three call options - cl,c2 and 3. K1 = $20. K2 - $30, K3 = 50, c1 - $15, and c2 S5, c3 = $1. (10 points) a. An investor buys one cl and c3, and short 2 c2. please draw a diagram illustrating how the investor's profitloss varies with the nice of the underlying asset on the day of maturity. points) b. Under what circumstances you expect to use this trading strategy? (2 points)