Consider Two Six-Month American Calls at Strikes 90 and 100

Multiple Choice

Consider two six-month American calls at strikes 90 and 100 on a non-dividend paying stock. The risk free rate is 2%. The difference between the two call prices at any time before maturity will always be

A) Less than $10.
B) Equal to $10.
C) Greater than $10.
D) One cannot be sure of which of the preceding three choices is valid and more information may be required.