There Are Three- and Six-Month European Calls On $A B C$

There are three- and six-month European calls on $A B C$ stock. Suppose the three-month option costs $5 and the six-month option costs $3. Then, there is an arbitrage strategy that involves, among other things,

A) Buying the three-month call and selling the six-month call.
B) Buying the six-month call and selling the three-month call.
C) Buying the three-month and six-month calls, shorting the stock, and investing.
D) There is not enough information given to answer this question.