Question: Please answer both parts to the problem 2) A financial portfolio whose value is V is made today by going long on two European call

Please answer both parts to the problem

2) A financial portfolio whose value is V is made today by going long on two European call options, one with strike price X1 and the other with strike price X4, and going short on two further European call options, one with strike price X2 and the other with strike price X3. All four options are based on the same underlying asset. The strike prices satisfy X1

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