How do I approach this question?

6. Put options on a stock are available with strike prices K; = $10, K2 = $20 and K3 = $30 and are selling for P1 = $1,192 = $2 and P3 = $4 The expiration is 3 months. How can these options be used to create a buttery spread? Complete the tables below to show the payoff and prot for all possible values of the stock price at maturity. In addition, use a graph with the value of ST on the horizontal axis and $ on the vertical axis draw the pavos and the expected prot for this trategy. Table 1 Payos - - ____- _-__- ____- Table 2 Expected Prots _ _