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Assume that the stock price is $56, call option price is $9, the put option price is $5, risk-free rate is 5%, the maturity of

Assume that the stock price is $56, call option price is $9, the put option price is $5, risk-free rate is 5%, the maturity of both options is 1 year , and the strike price of both options is 58.

An investor can __the put option, ___the call option, ___the stock, and ______ to explore the arbitrage opportunity.

A.

sell, buy, short-sell, lend

B.

buy, sell, buy, borrow

C.

sell, buy, short-sell, borrow

D.

buy, sell, buy, lend

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