If the call option were selling at S4, what would you do to create a riskless arbitrage strateav? Explain now the strategy is maintained over the two binomial periods assuming the underivind asset price declines in the first period. Construct a table to demonstrate the exact strategy and the cashflows from the strategy. So = 10, T = 2 months. u= 1.5.505.00.05.K= 7.D=0 If the call option were selling at S4, what would you do to create a riskless arbitrage strateav? Explain now the strategy is maintained over the two binomial periods assuming the underivind asset price declines in the first period. Construct a table to demonstrate the exact strategy and the cashflows from the strategy. So = 10, T = 2 months. u= 1.5.505.00.05.K= 7.D=0