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 $52, and the risk-free interest rate is 6% per annum. What opportunities are there for an arbitrageur? Specify what transactions to make and how much profit to expect.

**To the last guy that tried to answer this and whoever is answering now... there is no holder of the put option yet. The trader must borrow enough to purchase the put if that a correct transaction**