Consider a straddle with strike price 55 expiring in T = 0.75 years that was constructed from a call option that cost 4 dollars and a put option that cost 2 dollars. Assume the risk-free rate is zero. What values of S T will lead to a profit on the straddle? Select one: O a. [45.55] O b. [49,61] O C. [51,59] o d. [53.57]