XYZ stock is currently trading at 100. The stock is not expected to pay any dividends over the next three months. A three-month European call option on the stock with a strike of 95 is quoted at 3. Then, an arbitrage can be created by:

	a. Buying the call, buying the stock, and borrowing the present value K for three months.
	b. This question cannot be answered without information on the interest rate.
	c. Buying the call, selling the stock, and investing the present value K for three months.
	d. Selling the call, buying the stock, and borrowing the present value K for three months.