A European call option with a strike price of $66 costs $6.9. A European put option with the same strike price and expiration date costs $4.5. For what range of stock prices would a straddle lead to a loss? a. [63.60;68.40] b. [63.60;77.40] c. [68.40;77.40] d. [54.60;68.40] e. [54.60;77.40]