35. Given a current share price of $20 and an exercise price of $22, which of the following statements is true?

A. A call option has an intrinsic value of $2 and a put option has an intrinsic value of $0.

B. A call option has an intrinsic value of -$2 and a put option has an intrinsic value of $2.

C. A call option has an intrinsic value of $0 and a put option has an intrinsic value of $2.

D. A call option has an intrinsic value of $0 and a put option has an intrinsic value of -$2.

E. A call option has an intrinsic value of $2 and a put option has an intrinsic value of $2.