Which of the following necessarily imply a violation of the no-arbitrage principle? Assume T > 0 and epsilon > 0. (a) A portfolio which has zero value today, always non-negative value at T, and positive value at T for some sample outcomes omega with P ({omega}) > 0. (b) A portfolio which has zero value today and expected positive value at T. (c) A portfolio which has value -epsilon today and zero value at T. (d) A portfolio which has value c today and expected positive value at T. (e) A portfolio which has zero value today and value epsilon at T. (f) A portfolio which has zero value today and positive value at T for some sample outcomes with positive probability. (g) A portfolio which has zero value today, always non-negative value at T, and positive value at T for some sample outcomes. (h) A portfolio which has zero value today, always non-negative value at T, and expected positive value at T