A trader forms an "unnamed" spread using the following strategy using European call options which mature at the same time: 1) Long Position in two calls at strike price K, and call price G 2) Short Position in two calls at strike price K2 and call price C2 3) Short Position in two calls at strike price Kz and call price Cz. 4) Long Position in two calls at strike price K4 and call price CA Given Ky C > C3>CA What is the profit when St>K4 A 2(K2 + K3) - 2(K1 +Ka) + (6 + C4) - 2(C2+ C3) . OB. 2(K2+K3) -2(K1 + Kg) 2(C+Ca) + 2(C2+ C3) OC.2K2 - 2K OD.2(S7-K1)