Consider a call and a put option written on an underlying asset with current price \($60\). 

The options have strike \($55\) and mature in nine months.

The risk-free rate (with continuous compounding) is 5%. If you think that it is necessary, you may assume any drift and volatility you like for the underlying asset price. The call price is \($12,\) the put price is \($4.\) Is there an arbitrage opportunity? If so, devise a strategy to take advantage of it and check that it will work in every scenario.