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25 points On September 12, a stock index futures contract was at 423.70. The December 400 call was at 26.25, and the put was at 3.25. The index was at 420.55. The futures and options expire on December 21. The discrete risk-free rate was 2.75 percent. Determine whether the futures and options are priced correctly in relation to each other. If they are not, which of the following strategies is risk-free arbitrage? Sell put, buy call, and sell futures Buy futures, buy call, and sell put Buy call, buy put, and sell futures Buy put, buy call, and buy futures