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Your broker just told you that she can offer you some deals not available on the market: you can either buy/sell from her a call

Your broker just told you that she can offer you some deals not available on the market: you can either buy/sell from her a call option on a (non-dividend paying ) Stock A, with strike price 100 and maturity 3 years for a premium of 30 NOK. Also, she told you can buy/sell from her a put option on the same stock, with the same maturity and strike price, for a premium of 10 NOK.

The market spot price of Stock A is 125 while the forward prices quoted on the market, with maturities 1,2 and 3 years, are reported below.

Maturity

1 year

2 years

3 years

Forward price

127.50

130.05

132.65

Is there and arbitrage opportunity? If so describe it.

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