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 $ 60, and you establishes your arbitrage portfolio with a put, the S&R index, a call, and a risk-free zero-coupon bond with face value of $950. In 6 months, suppose the S&R index is greater than $950, what actions would you take to realize arbitrage profits? To fulfill the call obligation by sell the stock and payback the bond To exercise the put and receive the bond payment To exercise the call and the put To fulfill the call obligation by selling the stock and receive the bond payment