Consider a Stock Priced at $30 with a Standard Deviation

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) . Use this information to answer questions 1 through 10.
-What is the maximum profit from the transaction described in Question 6 if the position is held to expiration?

A) $3,289
B) $289
C) infinity
D) $2,711
E) none of the above