b$.$ Call options on the same underlying and with the same maturity have the following prices:

$\backslash$table$[[$Option$,$Strike Price,Option Premium$],[$Call$1,100,12],[$Call$2,110,7],[$Call$3,120,6]]$

Consider a strategy comprising a short Call$1$ option, long two Call$2$ options and short one Call$3$ option. Identify the strategy and derive the profits to such a strategy, detailing and carefully explaining your calculations. Compute exact maturity profits for values of the underlying of $100,110,120$ and $130$ explaining your calculations. Depict in a graph the profit to this strategy as well as the options it is comprised of$,$ explaining carefully the rationale of the investor engaging in this strategy.