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The current stock price of a company is USD 80. A risk manager is monitoring a call option and a put option on the 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?
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