Consider a non-dividend-paying stock with the current price of $50. A 6-month call option with a strike price of $60 costs $7 and a 6-month put option with a strike price of $60 costs $15. The risk-free interest rate is 8%. In this case: a) You can make an arbitrage and your strategy will include (among other things) buying a call option and selling stock b) You can make an arbitrage and your strategy will include (among other things) selling a call option and buying stock c) You can make an arbitrage and your strategy will include (among other things) buying both call option and stock d) You can make an arbitrage and your strategy will include (among other things) selling both call option and stock e) You cannot make an arbitrage