What would be the expected profit from the question above if the transaction was hedged

properly $($assume no transaction costs$)?$

a$.$ $$2\mathrm{.}82$

b$.$ $$\mathrm{.}85$

c$.$ $$3,00$

d$.$ $$\mathrm{.}68$

c$.$ there was no arbitrage opportunity

f$.$ none of the above, there was an arbitrage opportunity but the correct expected profit is not listed