Consider one European call and one European put option written on the same non-dividend paying stock (current stock price S=$50) with the same strike price (K = $50) and the same expiration date (T = 1 year). If the price of the call option is equal to the price of the put option and the one-year interest rate is 5%. Based on the information above, what is your arbitrage strategy? (Show your reasons/calculations to support your answer).