OOO A butterfly spread involves transactions in different options. It can be created by buying: (16.7%) A a call option with a low strike price and then selling a call option with a higher strike price. B. a put option with a high strike price and then selling a put option with a lower strike price. C. a put option with a low strike price, buying another put option with a higher strike price, and selling two put options with a strike price halfway between the low and high strike options. D. a call option with a high strike price, buying another call option with a higher strike price, and buying two call options with a strike price halfway between the low a and high strike options. E. None of above. O O