Complete the following paragraph: The spot price of a financial asset is $75, and the continuously compounded interest rate is 8 % per annum. If the 1-year forward price of this asset is $84.42 there will be arbitrage opportunities. To realize an arbitrage profit today, _______ the forward contract , _______,and buy or short sell (whichever is appropriate) one unit of the asset now to realize a riskless profit of ________ . The arbitrage profit will be made TODAY.

A. sell , borrow $76.72, $1.72

B. Sell , borrow $77.93 , $2.93

C. There is no arbitrage opportunity

D. Buy, invest $72.72, $2.72

E. buy , invest $73.08, $1.08