You Believe That the Spread Between the September S&P 500

You believe that the spread between the September S&P 500 future and S&P 500 index is too large and will soon correct. To take advantage of this mispricing a hedge fund should ________.

A) buy all the shares in the S&P 500 and write put options on the S&P 500 index
B) sell all the shares in the S&P 500 and buy call options on S&P 500 index
C) sell S&P 500 index futures and buy all the shares in the S&P 500
D) sell short all the shares in the S&P 500 and buy S&P 500 index futures

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