If the S&P 500 Index is overpriced relative to the spot S&P 500 Index futures contract, you should __________.

Multiple Choice

a. sell S&P 500 Index futures and buy all the stocks in the S&P 500

b. sell all the stocks in the S&P 500 and buy call options on S&P 500 Index

c. sell short all the stocks in the S&P 500 and buy S&P 500 Index futures

d. buy all the stocks in the S&P 500 and write put options on the S&P 500 Index