A one-month European put 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?

How can I solve this question if I they did not give me the call price? I normally use this formula : Call price + PV of strike price = Put Price + Current Stock Price. I would then see which side is bigger than the other then sell that side and buy the cheaper side of the formula. Now I do not have the call price. So how can I do it? I have this constructed so far: 49.751(PV of strike)+C= 49.5 (put price plus current stock price)