If the actual April 40 put on XYZ stock is priced at $1.52 and the Black-Scholes put option value is $1.76, then the appropriate arbitrage trade is ? O long put, long call, long stock, and purchase of riskless bonds equal to E(1+r)* O long put, long call, short stock, and sale of riskless bonds equal to E(1+r) Short put, short call, short stock, and purchase of riskless bonds equal to E(1+r)- O Short put, long call, short stock, and purchase of riskless bonds equal to E(1+r)* None of the above