You want to calculate the value of a long straddle option position. This contains two options: a put and a call. Assume they are both at the money options and that the stock does not pay any dividends. The current share price is 550 and the options are at the money. The risk free rate is 2%, annual standard deviation of returns is 20%, and the options have 6 months until maturity and are European options. What is the value of this straddle position? a. 5.62 b. 2.56 c. 7.93 d. 6.53 e. 3.06 f. Not enough information