please solve this question perfectly and urgently. make sure to give correct answer. Will give positive rating if you give correct answer

Current stock price S is $22. . Time to maturity T is six months. . Continuously compounded, risk-free interest rater is 5 percent per year. . European options prices are given in the following table: Strike Price Call Price Put Price $0.05 0.75 K1 = $17.50 $5 K2 = 20 3 K3 = 22.50 1.75 K4 = 25 0.75 1.75 3.50 Which statement is INCORRECT about a butterfly spread by going long calls with strike prices K1 = $17.50 and K3 = $22.50 and selling short two calls with a strike price 20. The loss could be unlimited if you long butterfly The maximum loss is -0.75 if you long butterfly O You will make a profit when you long a bullerfly spread and stock price changes very little O The maximum proht is 1.75 if you long bullerfly