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Withdrawals before 59½ are taxed as income plus an additional 10%. Leaving the money in the plan, or rolling it over, costs nothing.
You asked for the three-option card. It is below, as the slides from the post, then the one move, then the tool the chart points at.
The tool this chart points at
For the IRA, the index fund and the rollover. Broad index funds with expense ratios under 0.1%.
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Sources: IRS Retirement Topics: Tax on Early Distributions.