A stock is worth $100 per share today. The 2-year forward contract has an agreement price of $110 on the stock and the contract costs nothing. The continuously compounded interest rate is 7%. The stock pays a dividend of $3 at the end of each year. Which of the following statements is true? Justify your answer. O A. One can make an arbitrage profit of 1.19 at time 2 if by purchasing a stock and selling a forward contract today. B. One can make an arbitrage profit of 1.19 at time 2 by purchasing a forward contract and selling a stock today. C. One can make an arbitrage profit of 10 at time 2 by purchasing a stock and selling a forward contract today. D. One can make an arbitrage profit of 10 at time 2 by purchasing a forward contract and selling a stock today. E. It is impossible to make any arbitrage profit