The value of a long position in a forward contract at expiration is the spot price plus the original forward price the spot price minus the original forward price the original forward price discounted to expiration the spot price minus the original forward price discounted to expiration With respect to a "call butterfly spread" option strategy which of the following statements is correct? the buyer of a call butterfly spread anticipates that the price of the underlying asset will increase the buyer of a call butterfly spread anticipates that the price of the underlying asset will not move significantly, but be around the mid-strike price the writer of a call butterfly spread will profit whichever way the price of the underlying asset moves the buyer of a call butterfly spread anticipates that the underlying asset price will move significantly in either direction