Use this given for questions marked with Referring to graphical given- Considering a set of European Put Index Options, suppose you observe the following option prices. The index level today is 1,340, The Index dividend yield is equal to 2% continuously compounded and the RF interest rate is equal to 1% continuously compounded. Option Mtwity Strike Type Price in days) Price $4 Pux 52 1,310 $8 Pet 1320 $12 Put 52 1,330 $15 Pet 52 1,340 $20 Put 52 1,350 $26 Pot 52 1360 536 Put 52 1.370 52 Payoff Index Level 1310 1320 1320 1340 1350 1360 1370 Referring to graphical given- What are the expectations of an investor who forms such a strategy? O a The investor expects that volatility of the index is less than the market anticipates Ob The price of the index to be 1,340 at expiration Oc. The price of the index is between 1,330 and 1,350 Od The price of the index is increasing at a decreasing rate O e None of the given options is correct