Question 21 1 pts Assume you create a straddle for stock XYZ with a strike price of 120. The cost of the put (X=120) is 5 and the cost of the call (X=120) is 7. The current stock price is 120.40. If the stock price at expiration (S1) is 110. The $ gain/loss from this strategy is: gain of 3.40 loss of 11.60 loss of 2.00 gain of 10.00 gain of 4.60