please graph too.

Use the following information to answer questions 3 and 4 A derivative security of European style with expiration in 1 year hos this payoff max (0, - max (K-5, 5-3K)), where K = 10 is the strike price and is the price of the underlying stock at expiration. The stock currently trades ot 25, and the following prices for European colls on the stock are known (all expiring in 1 year): Strike Price long loan 10 15 39 20 6.47 30 1.65 Expl Decalledde 3. Drow the graph of the payoff as a function of 5. (Hint: Stort with drowing the graphs of (K-5) and of is - 3K) in a scrap page and see how you understand the inner max function from there. A negative "max" means you flip the "max" function over x-axis. Then proceed to solve the problem 12 4. What is the price of the derivative security that is outlined on the previous page? (Hint: The payoff curve should look like something you have seen before. You can also create the same payoff using the given calls)