You want to construct a long butterly option spread on the Chinese Yuan (CNY). Your long butterly options strategy consists of the following op- tions: . Long 1 call option with a strike price of (Et - 1) . Short 2 call options with a strike price of Et . Long 1 call option with a strike price of (Et + 1) where Et is the spot exchange rate of USD/CNY at time t. Suppose each call option is for 1 CNY and Et = 6:28. What does your payof function of your options portfolio look like? Plot the payof of your options portfolio (y-axis) with respect to the realization of ET at future time T (x-axis)