A European call and put on a non-dividend paying stock both have a strike price of $20 and 3 months until expiration. Both sell for $3. The risk-free rate is 10% and the current stock price is $19. How would you arbitrage this mispricing?

Buy the call, short sell a risk-free ZCB with par value equal to $20, write the put and buy the underlying.

Write the call, buy a risk-free ZCB with par value equal to $20, buy the put and short sell the underlying.

Buy the call, buy a risk-free ZCB with par value equal to $20, buy the put, and buy the underlying.

Write the call, short sell a risk-free ZCB with par value equal to $20, buy the put and buy the underlying.