European put and call options both have an exercise price of $50 that expires in 6 months. The underlying asset is priced at $52 today and makes no dividend payments during the life of the option. The risk-free rate is 4.5% per annum continuous compounding and the put is selling for $3.80.

(1) According to the put-call parity, what is the price of the call option? (2) If the call option price is $6.00, is there an arbitrage opportunity? If your answer is yes, please brief describe the arbitrage strategy.