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The option premiums below are for three-month European options on a non-dividend-paying stock with a current spot price of 65. Strike Price Call Put 58 8.91 0.98 65 4.40 3.35 68 3.06 4.96 The continuously compounded rate of interest is 6.5%. A 58-65-68 asymmetric butterfly spread is constructed using a total of 20 three-month call options. Let X1 and X2 be the spot prices of the underlying stock at expiration for which the spread would have a profit of O, and such that X2 > X1. Calculate X2 - X1. O 7.83 O 7.99 O 8.47 8.15 O 8.31