A call which is written on an underlying stock with a strike of $85 is trading at $3.5 and a put with the same strike is trading at $13. The underlying stock is trading at $75 and the interest rate is 0. According to the put-call parity, what is the arbitrage (the profit) of following the strategy?

(a) buy the call, sell the put, sell the stock, buy the risk-free asset

(b) buy the call, buy the put, sell the stock, sell the riskfree asset

(c) sell the call, buy the put, buy the stock, sell the riskfree asset

(d) sell the call, buy the put, sell the stock, buy the riskfree asset