please answer my question

You purchase a 1-year, 90-105-110 asymmetric butterfly spread using call options. You are given the following information: (i) Your spread uses a long 90-strike call options and I long 110-strike call option. (ii) The annual continuously compounded risk-free interest rate is 1%. (iii) The stock price in 1 year equals $94.51. (iii) Current 1-year option prices are: Strike Call Price 90 12.81 95 10.33 100 105 7.98 110 4.50 If you break-even with your position, find X. Is X an arbitrage-free price? If not, design a strategy to take advantage of the arbitrage opportunity