2. Suppose the risk-free interest rate is 3.50% compounded continuously and that a stock has a dividend of $0.75 payable in 1 month (no other dividends are expected). The stock has a current price of $60 and a four-month European call option with a strike price of $56 has a price of $3.50. Is there an arbitrage opportunity? What is the best-case scenario for amount of profit the arbitrageur can make on this situation? A. No arbitrage opportunity, cannot make any guaranteed profit. B. Yes, long stock / short call and makes max profit if the stock price is much higher than $56 C. Yes, long stock / short call and makes $0.41 guaranteed in all scenarios D. Yes, short stock / long call and makes $0.41 guaranteed in all scenarios E. Yes, short stock / long call and makes max profit when stock price is much lower than $56