If the Call option's exercise price is $110. The current stock price is $100. When the market is good, the stock's price after 1 year is $130. When the market is bad, the stock's price is $90. The current interest rate is 10%. Assuming that the call's current price is $7.5, the following table represents the strategy of constructing an arbitrage portfolio Cash flow in 1 year Initial cash flow Si=$90 S2=$130 1. Option: (X1) 2. Stock: (X2) 3. Loan: (X3) In Cell (X1), what is the appropriate strategy in the option market? A. Buy 3 call options O B. Write 3 call options C. Buy 2 call options D. Write 2 call options E. None of the above