Question 22 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 plice is 120.40. If the stock price at expiration (S1) is 140. The % gain/loss from this strategy is: gain of 85.71% gain of 66.67% gain of 16.28% gain of 14.86% gain of 8.33%