Stock XYZ is currently trading at $150. One-year futures contract price on XYZ is $155. XYZ is scheduled to pay $3 cash dividends per share in one year and the annually compounded risk-free rate is 4% p.a. To exploit the arbitrage opportunity, an arbitrageur would Select one alternative: O Short-sell XYZ, lend money, and buy futures O Buy XYZ, borrow money, and sell futures O Buy XYZ, lend money, and sell futures O Short-sell XYZ, borrow money, and buy futures