Assume that the stock price is $60, call option price is $9, the put option price is ss, risk-free rate is 5%, the maturity of both options is 1 year, and the strike price of both options is 55. An investor can the put option, the call option, the stock, and to explore the arbitrage opportunity. O A. sell, buy, short-sell, borrow $52.4 O B. sell, buy, short-sell, lend $524 C. buy, sell, buy, lend $52.4 OD. buy, sell, buy, borrow $52.4 QUESTION 19 4 points Save Answer Bond A has a 7% coupon rate, paid annually. Maturity is in three years. The bond sells at par value $1000. The actual price of the bond if the interest rate immediately decreases from 7% to 6% i A 1026.73 OB. 1026.73 O C. 1027.25 D. 1026,68