Call options $($with expiration in three months$)$ on a stock are shown in the table below:

Strike Price Option Price

$154\mathrm{.}2$

$17\mathrm{.}51\mathrm{.}9$

$200\mathrm{.}5$

You use these options to construct a butterfly spread $(\_/\backslash \_).$ What is the profit of the strategy if the stock price is $16\mathrm{.}6$ at expiration?

$($required precision: $0\mathrm{.}01+/-0\mathrm{.}01)$