The current stock price of a company is USD 80. You are analyzing the potential impact of this decline on both a call option and a put option. stock. Both options have an exercise price of USD 50 and a time to maturity of 5 days. Which of these scenarios is most likely to occur if the stock price falls by USD 1? 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