When finding a European option price using risk-neutral valuation in a one-step binomial tree?

A.We set up a riskless portfolio consisting of a position in the call option and a position in the stock

B.We set the return on the riskless portfolio equal to the risk-free interest rate

C.We choose probabilities for the branches of the tree so that the expected return on the stock equals the risk-free interest rate, calculate the expected payoff of the option and then discount it at the risk-free rate

D.Both a and b above