Suppose the current price of a non-dividend-paying stock is $200. The continuously com- pounded riskfree rate is 10%. Consider the following two options: Option 1: an American call option on the stock with strike $150 and 1-year maturity. Option 2: an European put option on the stock with strike $150 and 6-month maturity. Which of the following combinations can be reasonable prices for these two options today? (A) Option 1: $60 Option 2: $30. (B) Option 1: $50 Option 2: -$10. (C) Option 1: $40 Option 2: $20. (D) Option 1: $150 Option 2: $50