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The current price of a non-dividend-paying stock is $40. A European call option with three months maturity and strike of $38 is priced at $2. The risk-free rate of interest for three months is 2%. Which of the following statements is correct? a. It is possible to construct a risk-less arbitrage strategy to yield a gain of at least 5019 O b. The price of the call obeys no-arbitrage restrictions. O c. it is possible to construct a risk-less arbitrage strategy to yield a gain of at least S100 O d. it is possible to construct a risk-less arbitrage strategy to yield a gain of at least $2.19. Oe, it is possible to construct a risk-less arbitrage strategy to yield a gain of at least $119. Clear my choice Nent pogo d