Suppose that USD$-$sterling forward exchange rates are as follows: $90-$ Day Forward $1\mathrm{.}4556$

$180-$Day Forward $1\mathrm{.}4518$

What opportunities are open to an arbitrageur in the following situations? Suppose the interest rate is $0.$

$($a$)$ A $180-$day European call option to buy $1$ pound for $1\mathrm{.}42$ dollars for $2$ cents.

$($b$)$ A $90-$day European put option to sell $1$ pound for $1\mathrm{.}49$ dollars for $2$ cents.