(4 marks) The spot price of Sainsbury stock is 50 per share. You purchase two call options, each written on 1 share of Sainsbury stock, with the strike price 45 and 55. Simultaneously, you write two call options on the same stock with the strike price 50. All the options have the same expiration date, and the net cost of your portfolio is 2. Which one of the following statements is correct regarding your option portfolio? O Your portfolio has unlimited upside potential but limited downside risk. O None of these is correct. O The option portfolio loses the maximum amount of money if the spot price remains constant till expiry. The break-even points of the portfolio are when the stock price increases to 53 or drops to 47 at expiry. O The maximum loss or profit of the portfolio is 2