Let C(K) be the price of a K-strike 1 year European call option, St be the underlying asset price at time t, and r be the continuously compounded risk-free interest rate (per annum). The current time is t=0. Assume all call positions being compared are long. You are given: - S0=46.96; - C(35)=9.12 - C(40)=6.22 - C(45)=4.08 - r=8%; Determine the maximum value of of S1 such that Profit(40)