Consider a European call option and a European put option that have the same under- lying stock, the same strike price K, and the same expiration date T. Let 0 denote the Call premium, P denote the Put premium, and 8' denote the current stock price. Suppose the risk-free borrowing rate n, is greater than the risk-free lending rate r;, i.e., n, > n. Suppose O' > P + S K e'rlT. Are there arbitrage opportunities? If so, describe your trading strategy