Question 48 2 pts Use the following option quotes for the remaining questions on the test: Stock Price Strike Price Maturity Call Price Put Price 165.125 160 6.000 0.750 165.125 160 Aug 8.125 2.750 165.125 160 Oct 11.125 4.500 165.125 165 2.688 2.375 165.125 165 Aug 5.250 4.750 165.125 165 Oct 8.125 6.750 165.125 170 0.812 5.750 165.125 Aug 3.250 7.500 165.125 170 Oct 6.000 222 The quotation date is July 6. The stock pays no dividends, and all the options are European. The option expirations are July 17 August 21, and October 16, with corresponding (annual continuously-compounded risk-free rates of .0503, 535, and 0571, respectively. The associated number of days to expiration are 11, 46 and 102 170 Buy one each of the August 165 put and call contracts. What name is given to this type of option trade? Olong butterfly spread Short strande Collar Short calendar read Long straddle