The current price of stock ABC is $42 and the call option with a strike at $44 is trading at $3. Expiration is in one year. The corresponding put is priced at $2.  Which of the following trading strategies will result in arbitrage profits? Assume that the risk-free rate is 10% and that the risk-free bond can be shorted costlessly. There are no transaction costs.
a. Long position in both the call option and the stock, and short position in the put option and risk-free bond
b. Long position in both the call option and the put option, and short position in the stock and risk-free bond
c. Long position in both the call option and the risk-free bond, and short position in the stock and the put option
d. Long position in both the put option and the risk-free bond, and short position in the stock and the call option
此题为真题，我不太理解，求高手指点。