2. Warwick plc's current stock price is 2.04. European call and European put options, both with one year to maturity and the same strike price of 2.00 are trading at 0.18 and 0.11 respectively. Warwick plc is not expected to pay a dividend over the next year. The annualised continuously compounded risk-free rate is 4% per annum. Which of the following strategies would realise an arbitrage profit? * Go long the European call option, short the European put option, long the stock and borrow at the risk-free rate. Go long the European call option, short the European put option, short the stock and lend at the risk-free rate. Go short the European call option, long the European put option, long the stock and borrow at the risk-free rate. Go short the European call option, long the European put option, short the stock and lend at the risk-free rate. There is no arbitrage