Current stock price of Roses = $70. Risk-free interest rate = 10% p.a., compounded semi-annually. Forward price of a 1-year forward contract is 77. In this case, Is there arbitrage opportunity? If yes, how can you capture the profit? A. No B. Yes, long the forward, short the share of Roses and lend money. C. Yes, short the forward, long the share of Roses and borrow money. D. Yes, long the forward, short the share of Roses and borrow money