Assume that call option I's strike price is $50, and call option II's strike price is $52, the expirations of both options are the same. The underline stock of both call option contracts is the same. Option I's price is $5.6 and option II's price is $4.5. The implied volatility of option I is 30% and the implied volatility of option II is 25% using Black Scholes formula. Option___might be relatively underpriced and you may ___option I and___option II.

A. II, sell, buy

B. II, buy, sell

C. I, sell, buy

D. I, buy, sell