Please provide an exact number for each question, thank you for your assistance! Here is the question: Implied Volatility and Put$-$Call Parity $(3/10).$

Suppose $S=100$ and there are both a $9-$month European call and a $9-$month European put with $K=100.$ The continuously compounded risk$-$free rate is $5\%,$ and there are no payouts.

$($i$)$ The call currently trades at a price of $14\mathrm{.}087.$ What is the Black$-$Scholes implied volatility?

$($ii$)$ The put trades at an implied volatility of $36\mathrm{.}85\%.$ Is there an arbitrage opportunity here? If so$,$ how would you take advantage of it and what are the cash flows?