ABC stock is currently trading at $100. In the next period, the price will either go up by 15% or down by 10%. The risk-free rate of interest over the period is 5%. Consider a call and a put option with $100 strike price with one-year maturity. Which of the following statement is false based on one period binomial option pricing model?

choices:

The synthetic call would include borrowing $48.86 at risk-free rate

The synthetic put would include investing $41.62 at risk-free rate

The synthetic call would include 0.6 unit of long underlying asset

The synthetic put would include 0.6 unit of short underlying asset