Do not use any previous Chegg answer please, please solve it yourself

The value of a European put option must satisfy the following restriction: po > Xe-T So where is the current put price, So is the current price of the underlying stock, X is the exercise price, r> 0 is the annualised continuously compounded risk-free rate, and T is the time till expiration. Prove by contradiction that the above arbitrage restriction must hold, i.e. show that if the condition does not hold, there is an arbitrage opportunity. (4 marks)