The price of a European put option on a non$-$dividend paying stock with a strike price of $$55$ is $$2.$ The stock price is $$47,$ the risk$-$free rate $($all maturities, continuously compounded$)$ is $3\%$ and the time to maturity is two years. How can you make a riskless profit?

Group of answer choices

Buy the put option, short the stock and invest $$45$ at $3\%$ for $2$ years

Sell the put option, short the stock and invest $$49$ at $3\%$ for $2$ years

Borrow $$49$ at $3\%$ for $2$ years to buy the put option and buy the stock

Borrow $$45$ at $3\%$ for $2$ years to buy the stock and sell the option

None of the above