2) Which of the following will produce a long 100-110-120 strike butterfly spread? I. Long one 100-strike call; short two 110-strike calls; long one 120-strike call II. Write a 110-strike straddle; purchase a 100-120 strike strangle III. Create a 100-110 strike bull spread: create a 110-120 strike bear spread IV. Short one 100-stri ke put; long two 110-strike puts; short one 120-strike put 1, Il and Ill only A I, Il and IV only I, IIl and IV only C II, III and IV only D None of the above