Can you Solve it using execl

Suppose an American put is trading for $16.50 and an American call is trading for $15, where both options have identical terms. The underly- ing stock price is $99, and the exercise price is $100. The annual risk-free interest rate is 5 per- cent, and the time to expiration for both options is one year. Assuming that the stock pays no dividends, identify the appropriate arbitrage trading strategy