Question: a European call option on a stock ( S = 7 1 ) with maturity T = 0 , 5 and a strike price K

a European call option on a stock (S=71) with maturity T=0,5 and a strike price K=70 has a price of c=3.25. This risk free rate is 5%. The stock pays in 3 months a dividend d=1,5. At the exchange, a European put option on the same stock with the same strike price an the same maturity quotes at p=1,75. Are there arbitrage opportunities?

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