Security A costs $70 and pays $100 in 1 year Security B costs $60 and pays $100 in 2 years Security C is a 5% two-year coupon paying bond with face value of $1,000. Suppose the price of security C is $750. How would you setup an arbitrage?

Select one:

a. sell 1 unit of security C, sell 0.5 unit of security A, sell 10.5 units of security B

b. buy 1 unit of security C, sell 0.5 unit of security A, sell 10.5 units of security B

c. sell 1 unit of security C, buy 0.5 unit of security A, buy 10.5 units of security B

d. buy 1 unit of security C, sell 0.5 unit of security A, buy 10.5 units of security B