Assume that Stock 1 is currently selling for $200, but is expected to go up by 15%, while Stock 2 is also selling for $200 but is expected to drop by 20%. Consider two call options, both with strike $210 and expiration in 1 month, on Stock 1 and Stock 2. If Stock 1 and Stock 2 have equal volatility and neither pay a dividend, then according to the Black-Scholes formula, the call option on Stock 1 is expected to sell for the call option on Stock 2