Will give a thumb up if answer all short questions correctly. Thanks!

A stock currently sells for $100. A 9-month call option with a strike of $100 has a premium of $10. Assuming a 5% continuously compounded risk-free rate and a 3% continuous dividend yield, What is the price of the otherwise identical put option? (Leave 2 d.p. for the answer) Answer: If the put premium is $10, what is the strategy for you to capture the arbitrage profit? Select one: O a. Long call, short put, long forward O b. Short call, long put, long forward O c. Long call, short put, short forward O d. Short call, long put, short forward If the put premium is $10, what is the arbitrage profit you can capture at t=0? (Leave 2 d.p. for the answer)