Suppose that a stock price is currently $$\$ 20$$ and that a call option with an exercise price of $$\$ 25$$ is created synthetically using a continually changing position in the stock. Consider the following two scenarios: (a) Stock price increases steadily from $$\$ 20$$ to $$\$ 35$$ during the life of the option; (b) Stock price oscillates wildly, ending up at $$\$ 35 $$. Which scenario would make the synthetically created option more expensive? Explain your answer.