The current price of a stock is 55. The cost (now) of a risk free dollar payable at T=100 days is 0.98. The market price of a European call option on the stock with strike 50 and maturity in 100 days is 7. The price of a European put with strike 50 and maturity in 100 days is 2. Does the "No arbitrage principle" hold? If not, identify an arbitrage strategy