e. none of the above A call butterfly spread combines a call bull spread with a call bear spread (a. True b. False) The holder of a straddle does not care which way the market moves as long a (a. True makes a significant move. b. False) An investor who holds a strap (2 calls and 1 put) believes the market is more lik go up than down. (a. True b. False) n II European call and put option with exercise prices of $105 and time to ex