Bond A has an embedded option, a nominal yield spread to Treasuries of 6%, a zero-volatility spread of 4%, and an option-adjusted spread of 2%. Bond B is identical to Bond A except that it does not have the embedded option, has a nominal yield spread to Treasuries of 4%, a zero-volatility spread of 3%, and an option-adjusted spread of 3%. The most likely option embedded in Bond A, and the bond that is the better value, are:
　　Embedded option　　　Better value

A.Put　　　　　　　　Bond A

B.Call　　　　　　　　Bond A

C.Call　　　　　　　　Bond B