Current stock price is $40. There is no dividend, no commission, and zero interest rate. Below is a current option price table of calls and puts with different strike prices: Strike Price Call Premium Put Premium $35 $6 $1 $40 $2.25 $2.25 $45 $1 $6 Let's consider the following option trading strategies: Strategy A): Buy a 40 Call; Sell a 45 call. Strategy B): Sell a 40 Put; Buy a 35 Put. Strategy C): Buy a 45 call; Buy a 35 Put; Sell a 40 Call; Sell a 40 Put. Strategy D): Sell a 40 Call; Sell a 40 Put. Strategy E): Sell a 35 Put; Sell a 45 Call. Strategy F): None of the above. Below is a link to the above information you can open in a separate window. Right click the link, then select "Open Link in New Window". If stock price drops to $35 on expiration date, which strategy earns the highest profit? Strategy A): Buy a 40 Call; Sell a 45 call. Strategy B): Sell a 40 Put; Buy a 35 Put. Strategy C): Buy a 45 call; Buy a 35 Put; Sell a 40 Call; Sell a 40 Put. Strategy D): Sell a 40 Call; Sell a 40 Put. Strategy E): Sell a 35 Put; Sell a 45 Call. O : Strategy F): None of the above. Question 16 (1 point) Saved If stock price stays at $40 on expiration date, which strategy earns the highest profit? Strategy A): Buy a 40 Call; Sell a 45 call. O Strategy B): Sell a 40 Put; Buy a 35 Put. Strategy C): Buy a 45 call; Buy a 35 Put; Sell a 40 Call; Sell a 40 Put. Strategy D): Sell a 40 Call; Sell a 40 Put. Strategy E): Sell a 35 Put; Sell a 45 Call. Strategy F): None of the above