The price of a European call on a non-dividend-paying stock is $4. The stock price is $31, the strike price is $30, and the expiration date is in three months. The risk-free interest rate is 8%. If the price of a European put option on the same non-dividend-paying stock with the same strike price and same time to maturity is $3, what opportunities are there for an arbitrageur? Create the arbitrage trading strategy and construct the arbitrage table!