The prices of European call and put options that expire in six months and have a strike price of $30 are $2 and $3, respectively. The underlying stock price is $29, and a dividend of $0.50 is expected in two months and again in five months. The risk-free rates for all maturities are 10% with continuous compounding. There is an arbitrage opportunity. How to exploit it?

A. Buy the call, short the put and the stock.

B. Buy the put, short the call and the stock.

C. Buy the call and the put, short the stock.

D. Buy the stock share, short the call and the put

What is the lowest arbitrage profit? (Provide your answer in a decimal number with precision to 4th decimal place)