Given the following assets, find an arbitrage opportunity. Your answer should consist of a list of assets in your portfolio (including whether you are short or long those assets), and some kind of demonstration that you never have a negative net cash flow and that there is the opportunity for a positive net cash flow.

Two call options with the same maturity on the same underlying asset.

One of the calls has a strike price of $105 and a premium of $25.

The other call has a strike price of $110 and a premium of $28.