Given stock trades at $95, and the European calls and puts on the stock with strike price

Question:

Given stock trades at $95, and the European calls and puts on the stock with 100 and three months are trading at $1.97 and $6 respectively. In one month the stock will pay a of $1. The prices of one-month and three-month T-bills are $99.60 and $98.60; respectively. Construct an arbitrage strategy, if possible.
Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity. Dividend
A dividend is a distribution of a portion of company’s earnings, decided and managed by the company’s board of directors, and paid to the shareholders. Dividends are given on the shares. It is a token reward paid to the shareholders for their... Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...