Assume that you think the market has underestimated the risk/volatility of a stock and you expect the market to respond to increase the implied volatility of the options in the near future. Given this forecast, which of the following strategies from Chapter 7 do you think would be the better fit?

	A.	A reverse Zero Cost Collar.
	B.	A Long Straddle spread.
	C.	A Reverse Butterfly spread.
	D.	A Bear Money Spread.