1. A European call with strike X and maturity T is trading at c. The underlying stock does not pay any dividend. The annual interest rate is rf. Suppose c < S X/(1+rf)^T and one call is on one share for simplicity. Then you can_____ one call, ____one share of the stock and ____ X/(1+rf)^T to form an arbitrage portfolio.

   	A.	buy, sell, lend
   	B.	sell, buy, lend
   	C.	sell, buy, borrow
   	D.	buy, sell, borrow