A one-month European option on a non-dividend-paying stock is currently selling for $2.50. The stock price is $47, the strike price is $50, and the risk-free interest rate is 6% per annum. What opportunities are there for an arbitrageur?

(I dont understand why the arbitrageur should borrow $49.50 at 6% for one month, buy the stock, and buy the put option. How to come up with this strategy?)