Three European call options on the same stock with the same time to maturity are trading at C1 = $5.2, C2 = $3.75, and C3 = $1.5. The corresponding exercise prices are X1 = 50, X2 = 52, X3 = 54. = = = 1) According to the convexity condition, the value of the call with exercise price of $52 should be [Select] 2) To take advantage of the arbitrage situation, we should [ Select ] 3) If the arbitrage transitions involve one unit of option C2, then the current position is [Select] 4) If the arbitrage transitions involve one unit of option C2, and the stock price is $52 at maturity, then the net position (in addition to the current position) is [Select] [ 5) If the arbitrage transitions involve one unit of option C2, and the stock price is $51 at maturity, then the net position (in addition to the current position) is [Select]