please show how the amount of stock and the amount borrowed is calculated

thanks

Assume: - current stock price =$20 - stock price changes by +110% each 3 months with equal probability - European call option, strike $21, maturity 3 mths - constant riskfree rate of 12% p.a. - 1 time period to maturity - current price of call option is $0.50 Show how the concept of a riskless hedge may be used to exploit the arbitrage opportunity