When will the two payoffs associated with a portfolio consisting of a position of the underlying asset and a short call be equal?

1. = (max( S_o*D-K,0)-max(S_o*D-K,0))/(S_o*(U-D))
2. = (max( S_o*U-K,0)-max(S_o*U-K,0))/(S_o*(U-D))
3. = (max( S_o*D-K,0)-max(S_o*U-K,0))/(S_o*(U-D))
4. None of the above.

I know the correct equation is this

= (max( S_o*U-K,0)-max(S_o*D-K,0))/(S_o*(U-D)) and that is none of the above BUT

My question is: Is this the same as number 3? U is a bigger number than D always so it will always be larger, but if they are switched as in number 3 and d gives a negative number and then subtracts the larger number do the two negatives make a positive and its the same in the end? Thanks. I guess my question is: Is the correct answer 3 or 4?