Currently the risk-free rate in the United States is 4% per annum. The risk-free rate in Australia is 3% per annum. The spot exchange rate is 1.67 A$ / US $. If the futures market price is 1.63 A$ / US $, how could you arbitrage? Select one: a. Borrow U.S. dollars in the United States, convert them to Australian dollars, lend the proceeds in Australia, and enter futures positions to sell Australian dollars at the current futures price. b. Borrow Australian dollars in Australia, convert them to dollars, lend the proceeds in the United States, and enter futures positions to purchase Australian dollars at the current futures price. c. Borrow Australian dollars in Australia and invest them there, then convert back to U.S. dollars at the spot price. d. Borrow U.S. dollars in the United States and invest them in the U.S. and enter futures positions to purchase Australian dollars at the current futures price. e. There is no arbitrage opportunity. Clear my choice