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If this moment (European) call and put options on company XXX are selling for $3.10 and $0.40 respectively. Both options are struck at $45 and

If this moment (European) call and put options on company XXX are selling for $3.10 and $0.40 respectively. Both options are struck at $45 and have one month to maturity. The stock price is $46.60 now and the one-month riskless rate is 5% per year. Is there an arbitrage opportunity in this market? If yes, explain how to exploit it.

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