For a one-step model of a call with values C(0,0) = $2,C(1,1) = $3 and C(1,0) = $1 and initial underlying asset value S(O) = $20, which of the following is a possible description of a writer using self- financing dynamic hedging? Sell the call for $2 and borrow $1 so that the writer has $2 + $1 = $3 and can cover the maximum cost of the call at expiry. Sell the call for $2, buy one asset for $20 and borrow $22 for a total payoff of $2 + $20 - $22 - $0. Sell the call for $2, deposit $22 in a bank and short sell one asset for $20 for a total payoff of $2 - $22 + $20 = 0. Sell the call for $2, borrow $18 and buy one underlying asset for $20 for a total payoff of $2 + $18 - $20 = $0