Question: Two call options that are only different in strike prices have option premiums of $1.50 and $2.00 for strikes of $40 and $30, respectively. Using

Two call options that are only different in strike prices have option premiums of $1.50 and $2.00 for strikes of $40 and $30, respectively. Using strike price convexity, which option premium is possible for a call option with $35 strike of the same maturity?

	A.	1.85
	B.	1.70
	C.	1.80
	D.	1.75

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