Company A wrote 100 European call options to Company B on stock S at strike price K=$27 expiring in three months with premium $2 each option. In order to protect the future loss, Company A wants to build up a portfolio to lock the loss between [80,320] in three months. There are few products can chosen on the market at current time (1) Stock S at price $25; (2) European put option on S at K=$23 expiring in 6 months with premium $1; (3) European put option on S at K=$23 expiring in 3 months with premium $0.8; (4) European put option on S at K=$20 expiring in 3 months with premium $0.5; Build up the portfolio to achieve the target given the interest rate is zero