Consider a Long Position in a 100-Strike Straddle Added to a Short

Consider a long position in a 100-strike straddle added to a short position in a 90/110-strike strangle.The underlying is a stock index.This is equivalent to:

A) A stock index contract that pays the absolute return on the index up to $\pm 10 \%$
And then pays nothing if the return is outside the range
$\pm 10 \%$
)
B) A long position in a 90-strike straddle plus a long position in a 110-strike straddle plus a short position in a 100-strike straddle.
C) A short position in a 90-100-110-strike butterfly call spread plus a zero-coupon bond of face value 10.
D) A long position in a 90-100-110-strike butterfly call spread plus a long put at 90 and long call at 110.