You purchase a call option and a put option, both with an expiry of 2 months and an exercise price of 2200. The purchase price for the call option is 130 and that for the put option is 110. In what price range of the underlying (at expiry) will you make a loss? a. 1960 to 2440 b. 1810 to 2190 c. 1890 to 2310 d. 1920 to 2380