Question: QUESTION 2 4 points Save Assume that call option is strike price is $50, and call option Il's strike price is $52, the expirations of

QUESTION 2 4 points Save Assume that call option is strike

QUESTION 2 4 points Save Assume that call option is strike price is $50, and call option Il's strike price is $52, the expirations of both options are the same. The underline stock of both call option contracts is the same. Option I's price is $5.6 and option Il's price is $4.5. The implied volatility of option is 20% and the implied volatility of option Il is 25% using Black Scholes formula. Option_might be relatively underpriced and you may_option and __option II. A. II, sell, buy B. I, sell, buy C. I buy, sell D. II, buy, sell

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