2. Regarding the characteristics of the arbitrage portfolio, which of following statements is wrong 0. A. Arbitrage portfolio usually contains only risky assets B. The purchase of any asset in the arbitrage portfolio is financed by short selling of other assets C. If the arbitrage portfolio contains derivative products, the portfolio usually contains the corresponding underlying assets D. Arbitrage portfolio is risk-free 3. Buying a unit of forward and buying a unit of put option (the underlying asset is the same, the expiration date is the same) is equivalent to O A. Sell a unit of call option B. Buy the underlying asset C. Buy a unit of call option D. Sell the underlying asset 4. Assuming that the current market price of a stock without dividend paying is 10 Euro, we know that after 3 months, the stock price will be either 11 or 9 Euro. Assuming that the current risk-free annual interest rate is equal to 10%, the 3-month European-style call option agreement price of the stock is 10.5 Euro, then() A. One unit of stock long and 4 units of this call option short constitute a risk-free combination B. One unit of the call option short position and 0.25 unit long stock position form a risk-free combination C. A long risk-free security with a current market value of 9 and 4 units of the call option long copied the long position of the stock D. The above statement is correct