You decide to design a bullish spread with two American call options: buy the call struck at X₁ = 500 trading at C₁ = $50, write the call struck at X₂ = 560 trading at C₂ = $5. The stock price is currently $530.

If in the next instant the stock price falls to $529, which will be true?

	a.	C1 will decline faster than C2 and the value of your spread position will fall
	b.	C1 will increase faster than C2 and the value of your spread position will fall
	c.	C1 will increase faster than C2 and the value of your spread position will rise