The price of a European call option on a non$-$dividend$$paying stock with a strike price of $$50$ and maturity of $6$ months is $$2.$ The stock price is $$51,$ the risk$$free rate $($all maturities, continuously compounded$)$ is $10\%.$ How can you make a riskless profit?

Group of answer choices

None of the above.

Buy the call option, short the stock and invest $$49$ at $10\%$ for $6$ months

Sell the call option, short the stock and invest $$53$ at $10\%$ for $6$ months

Borrow $$49$ at $10\%$ for $6$ months to buy the stock and short the call option

Borrow $$53$ at $10\%$ for $6$ months to buy the call option and the stock