Are these prices compatible with the absence of arbitrage opportunities

The price of a divident-paying stock is $32. The price of an American call option on the stock with strike price $32 and a six-month expiration date is $5 and the price of the corresponding American put option (same maturity and expiration date) is $6. The stock pays $2 dividend every 4 months.The annual interest rate is flat at 8%. Are these prices compatible with the absence of arbitrage opportunities? Why? Ol. Yes, because the put-call parity relationship for American options is satisfied. O II. It depends on whether the stock pays dividends or not. O III. No, because the put-call parity relationship for American options suggests that St-ks Ct - Pts St - K exp(-Ro (T-t)) and this condition is violated. O IV. No, because the put-call parity relationship suggests that Ct - Pt = St - K exp(-Ro (T-t)) and this is not satisfied in this case