The price of a non-dividend paying stock is $19 and the price of a three-month European call option on the stock with a strike price of $20 is $1. The price of a three-month European put option with a strike price of $20 is also $1? The risk-free rate is 4% per annum. How should you arbitrage?

A) Buy the put, buy the stock, sell the call, and borrow $19.

B) Buy the call, buy the stock, sell the put, and borrow $19.

C) sell the put, short sell the stock, buy the call, and invest $19 in the risk-free bond.

D) Buy the put, buy the stock, sell the call, and invest $19 in the risk-free bond.