An at-the-money call option on stock ABC with strike price K = $50 is currently priced at $45. The risk-free rate of interest is 5% per annum compounded continuously, and the option expires in one year.

With the information provided above, _____________ (complete the sentence by choosing the best answer from the list below).

	A.	you can arbitrage by buying the call today, and at the same time, short-sell stock ABC
	B.	you can arbitrage by writing the call today, and at the same time, short-sell stock ABC
	C.	you can arbitrage by buying the call today, and at the same time, buy stock ABC
	D.	you can arbitrage by writing the call today, and at the same time, buy stock ABC
	E.	there is no arbitrage opportunity.