You observe a call option and put option with prices C = $2 and P = $4. Both options have the same strike price, X = $12, and one year until expiration. The underlying stock price is currently S = $10.5 and the annual risk-free rate is 4.3%. You are suspicious that the put is overpriced. Is there an arbitrage opportunity according to the put-call parity relationship? If so, how could you exploit it? A. No arbitrage opportunity B. Yes; sell the put, sell the call, buy the stock, borrow the present value of X C. Yes; sell the put, sell the call, buy the stock, lend the present value of X D. Yes; sell the put, buy the call, sell the stock, lend the present value of X E. Yes; sell the put, buy the call, buy the stock, borrow the present value of X