Question 7 4 pts Stock ABC currently trades at $25/share. A speculator feels very strongly that an earnings announcement coming later that day will fail to meet the market's expectations, and that the stock price will drop by at least $1.00 tomorrow. Given a drop in price of $1.00, which put option below would provide the best rate of return? Put Option Put Price 0.3154 B 0.9032 1.9470 D 3.4471 delta -0.1118 -0.2541 -0.4345 -0.6119 gamma 0.0359 0.0604 0.0742 0.0722 theta -0.0026 -0.0042 -0.0048 -0.0043 OA OB U