SPOILER - Schweser PM Exam 1 max, difference, nothing, between

smuggycfa

Q18.1 - can someone explain this to me. Reneau wants to exploit the S&P forecast of outperformance with 2 call options. Obviously they will buy a call spread. Why does the answer then talk about the max loss being the difference between the 2 strikes - if they are long it would be the max gain.
There is nothing in Errata so can only assume it is me