A European call option and put option on a stock both have a strike price of $200 and an expiration date in six months. Both sell for $30. The risk-free interest rate is 10% per annum, the current stock price is $250, and a $50 dividend is expected in two months. Identify the arbitrage opportunity open to a trader. The arbitrage strategy is to: [ ] put, [ ] share, [ ] call and [ ] a bond.