Question 3 Suppose the current price of a stock is $35, and one associated six-month call option with a strike price of $36 currently sell for $3.5. Rachel Heyhoe-Flint, an amateur investor, feels that the price of the stock will increase and so she comes up with the following two possible strategies: (i) purchase 100 shares and (ii) buying 1,000 call options. Both strategies involve an investment of $3,500. How much the stock has to rise after six months for option strategy to be more profitable