the current price of stock abc is usd 42 and the call option with a strike at usd 44 is trading at usd 3. expiration is in one year. the put option with the same exercise price and same expiration date is priced at usd 2. assume that the annual risk-free rate is 10% and that there is a risk-free bond paying the risk-free rate that can be shorted costlessly. there are no transaction costs. which of the following trading strategies will result in arbitrage profits?