Suppose a stock Crazy Corp has both European call and put options traded on an exchange. Crazy Corp does not pay any dividends. Suppose a call and put option have the same strike price ($50), and the same expiration date (1 year). The call is currently selling for $8 per share, and the put is selling for $2 per share. Suppose the interest rate is constant at 10% continuously compounded. What should the stock price be in order to prevent arbitrage opportunities?