Butterfly Call Spread Arbitrage

Consider three European call options with the same maturity $T$ on the same underlying asset, with strikes:

K_1 = 15, \quad K_2 = 20, \quad K_3 = 25

and observed market prices:

C(K_1) = 9, \quad C(K_2) = 6, \quad C(K_3) = 2

Is there an arbitrage opportunity?

Answer