I is the price of a strangle with strike prices K1 and K2 (K1 S + K 1 B - I > 0 C- I

I is the price of a strangle with strike prices K1 and K2 (K1

A - I > S + K 1

B - I > 0

C- I < S + K 2

Group of answer choices

A. All of them might hold at some point

B. C

C. B

D. A