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

There are three- and six-month American calls on $A B C$ stock. Suppose the three-month option costs $5 and the six-month option costs $3. Which of the following statements is most accurate given this information?

A) There is an arbitrage strategy which involves buying the three-month call and selling the six-month call.
B) There is an arbitrage strategy which involves buying the six-month call and selling the three-month call.
C) There is no arbitrage available in this setting.
D) If there is a sufficiently large dividend payment between three and six months, there is no arbitrage in this situation.