Stock XYZ is currently trading at $150. One-year futures contract price on XYZ is $152. 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 __________.

A. Short-sell XYZ, lend money, and buy futures

B. Short-sell XYZ, borrow money, and buy futures

C. Buy XYZ, lend money, and sell futures

D. Buy XYZ, borrow money, and sell futures