True and False: Please indicate whether each of the following statements is true or false. If it is true, explain/prove why it is true. If it is false, explain why or provide a counterexample. (No explanation no credit). Let C be the price of a European call option that enables its holder to buy one share of a stock at a strike price K at time T; also, let P be the price of a European put option that enables its holder to sell one share of the stock for the amount K at time T. Let S be the price of the stock at time 0. Assuming that r is the effective interest per time period, then if S+P- CK/ (1+r)^T there exists an arbitrage opportunity