The prices of a European call and put that expire in six months and has a strike price of $30 are $2.5 and $2.74, respectively. The underlying stock price is $27. Risk-free interest rates for all maturities are 6%. Based on above information, how to exploit the arbitrage opportunity?

a. buy the call, sell the put, sell the stock and borrow $30 for a year

b. sell the call, buy the put, buy the stock and lend $28.30 for a year

c. sell the call, buy the put, buy the stock and borrow $28.30 for a year

d. buy the call, sell the put, sell the stock and lend $30 for a year