A Put Option with 60 Days to Maturity,exercise Price of $12.00

Multiple Choice

A put option with 60 days to maturity,exercise price of $12.00 and the risk-free rate is 5% p.a.If a call option is trading at $2.30 and a put option with $0.06 and the current share price is $14.00,what is the arbitrage possible per contract according to put-call parity?

A) $\$ 0.00$
B) $\$ 0.02$
C) $\$ 0.06$
D) $\$ 0.10$