19.The gamma of an option writer's position is highly negative,and the delta is zero. What do you expect in such a situation? Select one: a.The writer will gain money if there is a large movement in the underlying asset prices b.The buyer will lose money if there is a large movement in the underlying asset prices c.The writer will lose money if there is a small movement in the underlving asset prices d.The writer will lose money if there is a large movement in the underlying asset prices e.None ofthe choices