A stock priced at $65 has a standard deviation of 30%. Three-month calls and puts with an exercise price of $60 are available. The calls have a premium of $7.27, and the puts cost $1.10. The risk-free rate is 596. Since the theoretical value of the put is 51.525, you believe the puts are undervalued. If you want to construct a riskless arbitrage to exploit the mispriced puts, you should I A buy the call and buy the put and short the stock and lend the present value of the exercise price B buy the call and sell the put Cwrite the call and buy the put write the call and buy the put and buy the stock and borrow the present value of the exercise price