1. The following strategies consist of options or forwards on a single stock, all with the same expiration date. Determine which of the following strategies constitute a box spread. There can be one, more-than-one, or none at all. a A. Buy a 40-strike call option and a 35-strike put option. Sell a 35-strike call option and a 40-strike put option. B. Enter into a long forward agreement at 40 and a short forward agreement at 35. C. Enter into a long forward agreement at 40, buy a 35-strike call option, and sell a 35- strike put option