There are three- and six-month European calls on stock. Suppose the three-month option costs $5 and the six-month option costs $3. Then, there is an arbitrage strategy that involves, among other things,

	a. Buying the three-month and six-month calls, shorting the stock, and investing.
	b. There is not enough information given to answer this question.
	c. Buying the six-month call and selling the three-month call.
	d. Buying the three-month call and selling the six-month call.