Question: Consider the information provided below for two options that are undertaken on the same stock. The stock is currently priced at $50 per share, and

 Consider the information provided below for two options that are undertaken

Consider the information provided below for two options that are undertaken on the same stock. The stock is currently priced at $50 per share, and the firm is expected to pay no dividends: - Option A is a European put with strike price of $45 - Option B is an American call with strike price of $55 - Both options expire on the same day in one year Which of the following statements is true? Both options A and B can be simultaneously in-the-money at maturity Both options A and B can be simultaneously out-of-the-money at maturity Only option A can be in-the-money at some time before maturity Only option B can be in-the-money at some time before maturity

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