Question 5 1/1 pts Consider the market prices for stock options on Apple (ticker: AAPL) that expire in one year: Strike Price $250 $260 $270 $35 $31 $27 Call premium Put premium $25 $31 $36 Suppose the risk-free rate is zero and AAPL stock is currently trading at $260. Which of the following portfolios captures an arbitrage profit? Long 250-strike put, long AAPL, short 250-strike call, lend $250 Short 270-strike put, long AAPL, short 270-strike call, lend $270 Long 260-strike put, long AAPL, short 260-strike call, borrow $260 Correct! Long 270-strike put, long AAPL, short 270-strike call, borrow $270 Short 270-strike put, short AAPL, long 270-strike call, lend $270