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Consider the information provided below for two options that are undertaken on the same stock. The stock is currently priced at $50 per share, and

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Consider the information provided below for two options that are undertaken on the same stock. The stock is currently priced at $50 per share, and the firm is expected to pay no dividends: - Option A is a European put with strike price of $45 - Option B is an American call with strike price of $55 - Both options expire on the same day in one year Which of the following statements is true? Both options A and B can be simultaneously in-the-money at maturity Both options A and B can be simultaneously out-of-the-money at maturity Only option A can be in-the-money at some time before maturity Only option B can be in-the-money at some time before maturity

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