Consider the two strategies below:

Strategy A: Long a call option with X1 = $30 and long a put option with X2 = $40

Strategy B: Long a put option with X1 = $30 and long a call option with X2 = $40

All the options have the same maturity and they are used on the same stock. Further assume that the firm pays no dividend.

Required:

Which strategy is more expensive to construct? You must prove your answer.