Prove the following condition using an arbitrage argument. In your proof, show the initial positive cash flow when the condition is violated and prove that there are no liabilities at expiration. The condition is: Ce0(X1) Ce0(X2) < PV(X2 X1). This means that the difference between a European Call option with low strike price X1 and a European Call option with high strike price X2 is less than the present value of the difference between the two strike prices.