A 2 years at the money call option on a non-dividend paying stock is modelled with a two-step binomial tree and it is selling for $7.5. The stock price is currently $100. In one period, the stock price can go up with rate of 1.1 and can go down with rate of 0.9. You are also given annual effective interest rate 2%. By using the binomial option pricing model, determine trading strategies to exploit the arbitrage opportunity if one exists. Calculate the risk free money at time 0. (Please round your answer to 4th decimal place)