Stock A has a spot price of $100$ and it does not pay any dividend. The one year forward price is $102\mathrm{.}45.$ The premium for a call option with strike $100$ and maturity one year is $3$ while the price of a put option with the same strike and maturity is $0\mathrm{.}01,$ Is there an arbitrage opportunity? If yes, construct an arbitrage strategy.