An investor anticipates that XYZ is going to rally from 130.00 to 140.00 in thirty days. He notices that implied volatility levels of all the options expiring in thirty days are high compared to the volatility of all options expiring in sixty days. To capture this move with a limited-risk strategy, would he buy or sell the sixty-day option and buy or sell the thirty-day option at the 140.00 strike?

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