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Consider an investor with two choices (one between stocks and one between options): Choice 1: A four-month expiration call option with an exercise price of

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Consider an investor with two choices (one between stocks and one between options): Choice 1: A four-month expiration call option with an exercise price of $36 or a four-month call on the same stock with an exercise price of $31. Choice 2: A put option on a stock selling at $46 or a put option on another stock selling at $56. (All other relevant features of the stocks/options are identical.) Which pair (one from each choice) would sell at the highest price? O A. A four-month expiration call option with an exercise price of $36 and a put option on another stock selling at $56 O B. A four-month call on the same stock with an exercise price of $32 and a put option on another stock selling at $56. O c A four-month expiration call option with an exercise price of $36 and a put option on a stock selling at $46. OD. A four-month call on the same stock with an exercise price of $31 and a put option on a stock selling at $46

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