4. (10pts) Let the risky asset price satisfy X0=100 and X1=200 with probability p=0.75 or X1=50 with probability 0.25. Further, suppose the risk-free asset follows B0=100 and B1=100. Consider a call option with strike price K=100 and expiry date T=1. Detail an arbitrage strategy if the price of the call option was C0=20. Be specific. 4. (10pts) Let the risky asset price satisfy X0=100 and X1=200 with probability p=0.75 or X1=50 with probability 0.25. Further, suppose the risk-free asset follows B0=100 and B1=100. Consider a call option with strike price K=100 and expiry date T=1. Detail an arbitrage strategy if the price of the call option was C0=20. Be specific