choose the best one:

At an annual continuously compounded interest rate of 9%, a stock paying annual continuously compounded dividend yield of 3.5% has a spot price of $6 per share, while its 9-months forward price is $6.1 per share. Determine which of the following strategies can be used to make an arbitrage profit with initial net investment of zero, and calculate the arbitrage profit based on forward contract delivering 1 share of the stock at maturity.

A. Short stock, long forward, long zero coupon bond; profit = $0.15

B. No arbitrage profit can be made based on the current pricing

C. Long stock, short forward, short zero coupon bond; profit = $0.15

D. Short stock, long forward, long zero coupon bond; profit = $0.20

E. Long stock, short forward, short zero coupon bond; profit = $0.20