To derive a one-period binomial option pricing model for a call option, we begin by constructing a portfolio consisting of ________.
A) a short position in a certain amount of the asset, and a short call position in the underlying asset.
B) a long position in a certain amount of the asset, and a long call position in the underlying asset.
C) a short position in a certain amount of the asset, and a long call position in the underlying asset.
D) a long position in a certain amount of the asset, and a short call position in the underlying asset.
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