A stock is trading USD 100. A box spread with 1 year to expiration and strikes at USD 120 and USD 150 is trading at USD 20. The price of a 1-year European call option with strike USD 120 is USD 5 and the price of a European put option with same strike and expiration is USD 25. What strategy exploits an arbitrage, if any?
a. Short (1) put, short (1) unit of spot, buy one call, and buy six unit box-spread
b. Buy (1) put, short (1) unit of spot, short (1) call, buy (4) units of box-spread
c. Buy (1) put, buy (1) unit of spot, short (1) call, and short (6) units of box-spread
d. There are no arbitrage opportunities
没听懂做题过程，可以详细写一下吗？还有网上这题是选A？
