Consider a stock that trades for 50 EUR. In one month, it can either go up to 60 EUR or down to 40 EUR. If the 55 EUR call option premium 3 USD, which portfolio will give you an arbitrage profit? Take the risk-free rate to be zero.

Group of answer choices

Buy 1 call, buy 0.25 shares, borrow 10 USD

Sell 1 call, sell 0.25 shares, save 10 USD

Sell 1 call, buy 0.25 shares, borrow 10 USD

Buy 1 call, sell 0.25 shares, save 10 USD