The current price of stock ABC is $98 and the put option with a strike at $100 is trading at $6.34. Expiration is in one year. The corresponding call is priced at $8.22. Which of the following trading strategies will result in arbitrage profits? Assume that the annual risk-free rate is 5%, and that there is a risk-free bond paying the risk-free rate. At the same time, assume that there are no transaction costs. (a) Long position in both the call option and the risk-free bond, and short position in the stock and the put option (b) Short position in both the call option and the stock, and long position in the put option and risk-free bond (c) Short position in both the call option and the put option, and long position in the stock and risk-free bond (d) Long position in both the call option and risk-free bond, while longing the stock and the put option