Assume the S&R index is currently $ 920, the price of 6-month 950-strike call is $ 78.65, the effective 6-month interest rate is 3%. If the market price for the 6-month 950-strike put is $ 95, what would be your arbitrage portfolio: a put, __the S&R index.__ a call, long a risk-free zero-coupon bond with face value of $950 long, short, long short, short, long long, short, short short, short, long