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Suppose you are expecting the stock price to move substantially over the next three months. You are considering a butterfly spread. Construct an appropriate butterfly spread using the October 160, 165, and 170 calls. Hold the position until expiration. Determine the profits and graph the results. Identify the two breakeven stock prices and the maximum and minimum profits. Note that each option is written on 100 underlying! The stock was priced at 165.13. The expirations are July 17, August 21, and October 16. The continuously compounded risk-free rates associated with the three expirations are 0.0503, 0.0535, and 0.0571, respectively. The standard deviation is 0.21. Option Value at Expiration Given Different Stock Prices BreakEvenStockPrices Max and Min Profit