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S&P 500 Index is at 2780. A European June 21, 2020 SPX call option struck at 2500 is trading at $316.94. An identical put is

S&P 500 Index is at 2780. A European June 21, 2020 SPX call option struck at 2500 is trading at $316.94. An identical put is trading at $55.15. A T-bill with 200 days to maturity is quoted at a yield of 2.46. Which of the following positions would be included in the arbitrage strategy?

		Write the put
		Write the call
		Borrow at the risk-free rate
		Buy the stock

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