The current price of a given stock is $105. A three-month European call option on the stock with a strike of 100 is trading for a price of $2. The risk-free rate of interest is 12% continuously compounded. The stock is expected to pay a dividend of $5 in one month. Which of the following is false if makes arbitrage profit using the call, the stock and risk-free lending/borrowing?

Group of answer choices

a.The cash inflow at maturity is $0 if the spot price is $100

b.The cash inflow now is $1.

c.The cash inflow at maturity is -$5 if the spot price is $95

d.The cash inflow at maturity is $5 if the spot price is $105