The following table contains the spot rates for selected currencies:

$\backslash$table$[[$BID$,$ASK$],[$JPY$100/$AUD$,$JPY$110/$AUD$],[$USD$0\mathrm{.}65/$AUD$,$USD$0\mathrm{.}67/$AUD$],[$USD$0\mathrm{.}007/$JPY$,$USD$0\mathrm{.}008/$JPY$]]$

Which of the following statements is true?

a$.$ There is no arbitrage opportunity.

b$.$ There is an arbitrage opportunity, and the return is $2\mathrm{.}24\%.$

c$.$ There is an arbitrage opportunity, and the return is $5\mathrm{.}30\%.$

d$.$ There is an arbitrage opportunity, and the return is $7\mathrm{.}6923\%.$

e$.$ None of the above choices