2. Suppose you are offered two combinations of European one year options. Combination A is long one put with strike 50 and long one call with strike 60 . Combination B is long one call with strike 55 and one put with strike 53 . What combination do you think should be more valuable and how does it depend on current stock price and volatility. a) Combination A has always bigger or equal price than Combination B b) Combination B has always bigger or equal price than Combination A c) The answer what is more expensive A or B depend on the level of implied volatility and not on stock price. d) The answer what is more expensive A or B depend on both the level of implied volatility and stock price