4. You are given the following information: - The current price to buy one share of ABC stock is 100 - The stock does not pay dividends - The risk-free rate, compounded continuously, is 5% - European options on one share of ABC stock expiring in one year have the following prices: A butterfly spread on this stock has the following profit diagram. Which of the following will NOT produce this profit diagram? (a) Buy a 90 put, buy a 110 put, sell two 100 puts (b) Buy a 90 call, buy a 110 call, sell two 100 calls (c) Buy a 90 put, sell a 100 put, sell a 100 call, buy a 110 call (d) Buy one share of the stock, buy a 90 call, buy a 110 put, sell two 100 puts (e) Buy one share of the stock, buy a 90 put, buy a 110 call, sell two 100 calls