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2.5 points For call options on the same underlying asset and with the same time to expiration, premiums decline at a decreasing rate for calls with progressively higher strike prices. In particular, calls with K1c(K2)c(K3), or c(K1)+c(K3)> 2c(K2) must hold. otherwise, one can construct an arbitrage Butterfly strategy. Given the following option prices: Among the four calls, there is a triple for which the above relationship is not hold and thus, one can make arbitrage. To do so, one should buy option with strike price , buy the call with strike price , and sell two calls with strike price The minimum profit is and the maximum profit is