Good Afternoon!

Can you help explain this derivatives finance question? Thank you!

Suppose you use put-call parity to compute the call price from the put price, the stock price, and the risk-free rate. You find that the market price of the call is less than the price given by put-call parity. To take advantage of this pricing, you should:

A) buy the call and the risk-free bond, sell the put and the stock

B) buy the put and the call, sell the risk-free bond and the stock

C) buy the stock and the risk-free bonds, sell the put and the call