$8.$ A stock is trading for $$10.$ At the same time, a call is trading for $$2,$ and a put is trading for $$1[$both European, both on the aforementioned stock$].$ Given that the options both have a strike price of $$9\mathrm{.}50,$ one year until expiration and that the risk$-$free rate is $3\%$ p$.$a$.,$ what can you say?

A$)$ The call option is overpriced

B$)$ The put option is underpriced

C$)$ The stock price must increase

D$)$ A portfolio that was short a call, long a stock, long a put and borrowed cash should generate an arbitrage profit

E$)$ A portfolio that was long a call, short a stock, short a put, and invested$/$loaned cash should generate an arbitrage profit