The answer is D , but can you show me step by step how he got the answer ? thank you !!

Today the annual two year spot interest rate is 3.4% and in the derivatives market a call and a put gold European options that will be exercisable two years at exercise price 7870 dollars from now are selling respectively for 76 and 125 dollars. Can you infer today's gold spot price? a. No, because it is the gold's spot price which determined the value of the options and not vice-versa. b. No, but we can say that the expected value of gold two years from now is between 76 and 125 dollars. C. The price of gold today should be 7409.94 dollars, so that arbitrage opportunities are not possible. d. The price of gold today must be 7311.94 dollars