Use the following information to answer questions #3 and 14 A derivative security of European style with expiration in 1 year has this payoff max (0 - max (K-5, 5-3K)), where x = 108 the strike price and is the price of the underlying stock at expiration. The stock currently trades or 25, and the following prices for European colls on the stock ore known (all expiring in 1 year]: Strike Price 10 15.39 20 6.47 30 1.65 3. Drow the graph of the payoff as a function of S. (Hint: Start with drawing the graphs of (K-5) and of (5 - 3K) in a scrop page and see how you understand the inner max function from there. A negative "max" means you lp the max" function over xows. Then proceed to solve the problem.)