Question 18 0 / 1 pts The price of a European call that expires in six months and has a strike price of $30 is $2. The price of a European put that expires in six months and has a strike price of $30 is $3. The underlying stock price is $29, and a dividend of $0.50 is expected in two months and again in five months. The term structure is flat, with all risk-free interest rates being 10%. What should an arbitrageur do to exploit this situation? Sell the call, sell the put, and short the stock Sell the call, buy the put, and buy the stock Sell the call, buy the put, and short the stock Buy the call, sell the put, and short the stock