(c). Suppose the price of a European call option according to risk neutral binomial model is $4.76, but it is actually sold in the market for $6, which of the following strategies will yield arbitrage profit? (3 marks) A. buying the option and selling (short) the replicating portfolio B. borrowing at the risk-free interest rate to buy the option and buy the replicating portfolio C. selling (short) the option and selling (short) the replicating portfolio D. selling (short) the option and buying the replicating portfolio