The following prices are available for call and put options on a stock priced at $$50.$

Calls

Puts

Strike

March

June

March

June

$45$

$6\mathrm{.}84$

$8\mathrm{.}41$

$1\mathrm{.}18$

$2\mathrm{.}09$

$50$

$3\mathrm{.}82$

$5\mathrm{.}58$

$3\mathrm{.}08$

$4\mathrm{.}13$

$55$

$1\mathrm{.}89$

$3\mathrm{.}54$

$6\mathrm{.}08$

$6\mathrm{.}93$

Assume that each transaction consists of one contract $($for $100$ shares$).$

Consider executing a butterfly spread using the June Calls.

What will be the profit if the stock price at expiration is $$52\mathrm{.}50?$

A$.$ $$1,421$

B$.$ $$171$

C$.$ $$1,037$

D$.$ $$421$