Еxercice V Using the no arbitrage principle, show that C\left(0, T, \frac{K_{1}+K_{2}}{2}\right) \leq \frac{1}{2}\left(C\left(0, T, K_{1}\right)+C\left(0, T, K_{2}\right)\right) where K1 < K2 and C(0,T, K) denotes the price (option premium)

at date 0 for a Call option with maturity T and strike K. The risk-free rate will be denoted r.