Binary Strangle

Let's define a binary strangle as an option that pays $1$ if $S_T >= K_2$ or if $S_T <= K_1$. Here, we have $K_1 = 15$ and $K_2 = 20$. You have access to the following binary calls. What is the time-$0$ price of the binary strangle? Assume a discount factor of $Z_0 = 0.9$. The binary calls are given in the format of $(\text{Strike } K, \text{Price } C_0)$

$$\begin{align*} (15, 0.73) \\ (17.5, 0.34) \\ (20, 0.13) \end{align*}$$