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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.

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Is there and arbitrage opportunity? If so describe it

1 year Maturity Forward price 2 years 130.05 3 years 132.65 127.50

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