WEN puts $($with strike $$40)$ are being traded at $$5$ whereas WEN shares are being sold at $$30$ in the Market. You give your broker some simultaneous instructions $q,($Choose the alternative that can be considered exploiting an arbitrage opportunity$)$

$$ Wait a second $q,$ There is no arbitrage opportunity here

Short$-$sell the WEN stock at $$30||$ Close your short position when the stock price is $$0||$ You got this!

Buy the WEN put at $$5$ and wait for the stock price to be the s$$me as the strike price

Borrow the funds to buy WEN stock at $$30||$ Buy the WEN put at $$5$ and exercise it$,$ thus you sell the WEN stock at the strike $($$$40)$