问题如下：
If a call option is priced higher than the binomial model predicts, investors can earn a return in excess of the risk- free rate by:
选项：
A.investing at the risk- free rate, selling a call, and selling the underlying.
B.borrowing at the risk- free rate, buying a call, and buying the underlying.
C.borrowing at the risk- free rate, selling a call, and buying the underlying.
解释：
C is correct. If an option is trading above the value predicted by the binomial model, investors can engage in arbitrage by selling a call, buying shares of the underlying, and funding the transaction by borrowing at the risk- free rate. This will earn a return in excess of the risk- free rate.
请老师解释一下二叉树模型，另外这道题是不是讲如何套利call?
