ABC's share price is currently $35.21. The premiums for European Calls and Puts with a strike price of $40 expiring six months from today are $3.05 and $8.54 respectively. The continuously-compounded risk-free rate is 5%. If the options are mispriced the arbitrage trade you would execute to exploit this mispricing is: Select one: a. Sell the put, sell the call, buy the stock and buy a 6-montrisk free bond with face value equal to $40. b. Sell the put, buy the call, short the stock and buy a 6-month risk free bond with face value equal to $40. c. Buy the put, sell the call, buy the stock and short a 6-month risk free bond with face value equal to $40. d. Buy the put, buy the call, sell the stock and short a 6-month risk free bond with face value equal to $40. e. None of the other answers is correct