Suppose that there are three European Call options with same maturity on the same underlying asset. The underlying asset will have a spot price of at maturity. The call option prices are 1, 2 & 3, and strike prices are 1, 2 & 3. Also, suppose that the strike prices have the following relationship: 1 < 2 < 3 and 3 2 = 2 1. Construct a portfolio with the three call options, and show that 2 0.5(1 + 3)