The three-month gold futures contract is currently trading at the price of $1755 per ounce. The price of a 3-month European call with a $1750 strike price on this gold futures contract is selling for $30 per ounce. The risk-free interest rate is 1% per annum (compounded continuously). If the price of a European put option on the same gold futures contract with identical strike price and maturity is selling for $27 per ounce, are there any arbitrage opportunities? If there are, show how an arbitrager can take advantage of the opportunities. If there arent any, explain why not.