An investor buys a European call option with strike price of $30 and maturity of 1 year for 5 dollars and sells a European put with the same strike price and maturity for 3 dollars. The investor's profit in this position can be described as following:

Select one: a. max(30-S, 0)-3 - max(S-30, 0)-5

b. max(S-30, 0)-5-max(30-S, 0)+3

c. max(S-30, 0)-3 - max(30-S, 0)+5

d. max(30-S, 0)-3 + max(S-30, 0)+5