Suppose that the current price of a non-dividend paying stock is $42. A six-month European put option and a six-month European call option on the stock with a strike price of $44 are both quoted at $3. The risk-free rate is 6% with continuous compounding. Which of the following best describes the actions required to take advantage of the available arbitrage opportunity? Short a call and borrow to buy a put and buy the stock. Short a call, buy a put, short sell the stock, and invest the remaining proceeds at the risk-free rate. Short a call, short a put, and invest the remaining proceeds at the risk-free rate. Borrow to buy a call and buy the stock, and short a put. Buy a call, short a put, short sell the stock, and invest the remaining proceeds at the risk-free nate