please solve accurately.. thank you so much

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