Consider a firm whose stock price has just declined by USD 1. You are analyzing the potential impact of this decline on both a call option and a put option. Each of these options has a strike price of USD 50 and is set to expire in 5 days. Based on this market movement, evaluate which of the following scenarios is most likely: Scenario | Call Value Change | Put Value Change --- | --- | --- A | Decreases by USD 0.07 | Increases by USD 0.89 B | Decreases by USD 0.07 | Increases by USD 0.01 C | Decreases by USD 0.94 | Increases by USD 0.01 D | Decreases by USD 0.94 | Increases by USD 0.89 | Financial Risk Manager Part 1 Quiz - LeetQuiz