1. A European call and put options on the same stock have a strike price of $56 and an expiration date in four months. Both the call and the put sell for $4. The risk-free interest rate is 5% p.a. The current stock price is $58. As an arbitrageur, can you find any arbitrage opportunities from these two options? If so, please show the cash flows of your transactions carefully; if not, show your reason(s) carefully