Consider a stock priced at $30 with a standard deviation of 0.3. The risk-free rate is 0.05. There are put and call options available at exercise prices of 30 and a time to expiration of six months. The calls are priced at $2.89 and the puts cost $2.15. There are no dividends on the stock and the options are European. Assume that all transactions consist of 100 shares or one contract (100 options). What is the minimum profit from the transaction described in Question 6 if the position is held to expiration? a. $2,711 b. $3,289 c. $3,000 d. negative infinity e. none of the above