The risk$-$free rate is $3\mathrm{.}1\%.$ An asset currently sells for $$45.$ A $2-$month call option costs $$6\mathrm{.}83$ and an identical put costs $$1\mathrm{.}97.$

Assuming that there are no transaction costs and using discrete$-$time math for any discounting that you do$,$ what MUST the strike price of the two options be in order for there to be no arbitrage opportunity? Round to the nearest penny.