Complete the following paragraph: The spot price of a financial asset is $75 and the continuously compounded interest rate is 10% per annum. If the 1-year forward price of this asset is $84.42, there are arbitrage opportunities. To realize an arbitrage profit today, contract, the forward and buy or short sell (whichever is appropriate) one unit of the asset now to realize a riskless profit of today. O a. sell, borrow $76.38, $1.38 O b. buy, invest $72.72, $2.72 O c. sell, borrow $77.93, $2.93 O d. buy, invest $73.08, $1.08 O e. sell, invest $76.72, $1.72