Today the price of DQ stock is $22 and the price of a 1-year strip (face value of $100) is 90.Further, the price of a European call with a strike price of $20 and 1-year til expiration is $9, while the price of a European put with a strike price of $20 and 1-year til expiration is $4.DQ is not expected to pay a dividend in the next 1 year.Is there an arbitrage opportunity involving the call and the put?

• A.Yes and it involves buying the call and selling the put.
• B.Yes and it involves selling the call and buying the put.
• C.Yes and it involves selling the call and selling the put.
• D.Maybe.Need more information.
• E.No.