A European call option and put option on a stock both have a strike price of $20 and an expiration date in three months. Both sell for $3. The risk-free interest rate is 10% per annum, the current stock price is $19, and a $1 dividend is expected in one month. The correct arbitrage strategy and the value of the arbitrage are respectively Buy the put, buy the stock, and short the call. Profit 4.5 Buy the put, buy the stock, and short the call. Profit 3.5 Short the put, buy the stock, and buy the call. Profit 1.5 Buy the put, buy the stock, and short the call. Profit 1.5