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The spot exchange rate for the British pound = 1.4500 USD/GBP. The 90-day forward exchange rate = 1.4416 USD/GBP. The 180-day forward exchange rate = 1.4400 USD/GBP. A 180-day European call option to buy 1 GBP for USD 1.42 costs 3 cents. A 90-day European put option to sell 1 GBP for USD 1.49 costs 3 cents. Which of the following is the correct arbitrage strategy? O a. Buy the 180-day call option and sell the 180-day forward contract O b. Buy the 90-day forward contract and buy the 90-day put option c. Buy the 90-day forward contract and write the 90-day put option Od. Sell the 180-day forward and buy British pounds in the spot market