An equity index is currently at 4,234 . A call option on the index with a strike price of 4,100 and 85 days to expiration is trading at $255. An identical put option is trading at $81.53. The T-bill maturing in 85 days is quoted at 5.32. Assuming no transaction costs, an arbitrage opportunity would be available and would include the following positions: a. Buy put, buy call, short equity index, invest at the risk-free rate b. Buy call, write put, buy equity index, borrow at the risk-free rate c. Buy put, buy equity index, write call, borrow at the risk-free rate d. Buy call, write put, short equity index, invest at the risk-free rate