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The stock price of Disney is $100. An at-the-money Call option costs $10 per share. An at- the-money Put option costs $10 per share. You

The stock price of Disney is $100. An at-the-money Call option costs $10 per share. An at- the-money Put option costs $10 per share. You buy one Call option and sell one put Option, both with strike $100. You are betting that_____________. A) The price of Disney will move a lot in either direction B) The price of Disney will be fairly constant C) The price of Disney will fall D) The price of Disney will increase

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