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Suppose an investor is speculating with a strategy employing a long position in a call option with strike price of $830 and a short position

Suppose an investor is speculating with a strategy employing a long position in a call option with strike price of $830 and a short position in a call option with strike price of $850. The premiums for the 830-strike call and 850-strike call are $43.25 and $30.51 respectively. Both options expire in 6 months and the continuously compounding annual interest rate is 5%. At what stock price 6 months later, does the investor break even?

A. $850.00

B. $843.39

C. $843.06

D. $842.74

E. $830.00

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