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A European call option with a strike price of $136.7 costs $10.8. A European put option with the same expiration date and a strike price

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A European call option with a strike price of $136.7 costs $10.8. A European put option with the same expiration date and a strike price of $77 costs $3.5. For what range of stock prices would a strangle lead to a loss? a. [66.20;140.20] b. [62.70;91.30] c. [122.40;151.00] d. [62.70;151.00] e. [73.50;147.50]

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