You are given the monthly closing prices of a stock: Month January February March April May June Closing price ( 5 ) $ 31 $ 35 $ 40 $ 38 $ 39 $ 36 Let A be the payoff of an arithmetic average strike put on the stock purchased in December of the previous year. The put expires in six months. Let B be the payoff of a geometric average price call on the stock with strike $35. The call also is purchased in December of the previous year and expires in six months. Calculate the value of 100(B - A). -$87.25 0 -$83 $83 $87.25