Consider 6-month European call and put options with strike price of $20 on a dividend paying stock. The current stock price is $20 and the stock will pay a $0.60 dividend in 2 months time. The call option is priced at $0.20, the put option at $0.25. The 2-month risk free rate is 4.2% and the 6-month risk free rate is 4.5%, where the interest rates are continuously compounded. Is there an arbitrage opportunity in this market? If so, how would you exploit such an opportunity?