Suppose you are trading currency options on September $28.$ The current US$-$Canadian exchange rate is $\mathrm{.}71$ dollars per Canadian dollars. The Canadian interest rate is $3\mathrm{.}5\%$ and the U$.$S$.$ interest rate is $5\mathrm{.}25\%.$ Suppose a call which gives the holder the right to buy Canadian dollars at a rate of $\mathrm{.}70$ dollars per Canadian dollars is selling for $\mathrm{.}0163$ per Canadian dollars and a put which gives the holder the right to sell Canadian dollars at a rate of $.70$ dollars per Canadian dollars is selling for $\mathrm{.}0102$ per Canadian dollars. Each option contract is for $125,000$ Canadian dollars. Assume both the put and the call are European and they both expire on November $17.$ What arbitrage opportunities are available? Show the cash flows associated with your arbitrage strategy.