QUESTION $9$

The prices of a European call and put that expire in six months and has a strike price of $$30$ are $$2\mathrm{.}5$ and $$2\mathrm{.}74,$ respectively. The underlying stock price is $$29.$ Riskfree interest rates for all maturities are $6\%.$ Based on above information, how to exploit the arbitrage opportunity?

$$ a$.$ sell the call, buy the put, buy the stock and borrow $$30$ for a year

b$.$ sell the call, buy the put, buy the stock and lend $$30$ for a year

c$.$ buy the call, sell the put, sell the stock and borrow $$28\mathrm{.}30$ for a year

d$.$ buy the call, sell the put, sell the stock and lend $$28\mathrm{.}30$ for a year