Given the above data, consider an exotic option whose payorf at expiration is given by the stock: price $(1) squared less a strike price (K=$2.500 if it has a positive value, zero otherwise, that: is: max(5(2))22500,0). Suppose a trader quotes a price of $450 for this option. Then you can make an immediate arbitrage profit. of: 1. S21:08 by selline the traded call and buying the synthetic call involving buying 57.60 shares of stock and selling 2.451.28 units of the money market account 2. $226.50 by buying the traded call and selling the synthetic call involving selling 90.85 shares of stock and buying 3.866.21 units of the money market account 3. $50 by buying the traded call and selling the synthetic call involving selling 60.544 shares of stock and buying 2.321.21 units of the money market account 4. $337.76 by selling the traded call and buying the synthetic call involving buying 16.74 shares of stock and selling 641.35 units of the money market account 5. None of these answers are correct