Problem 5. (11 points total) Suppose C = 3, S = 31, T = 0.25, r = 10%, K = 30, and P = 2.25. (C: European call price, S: current stock price, T: time till expiration (in years) of both the call and the put, r: annual interest rate in APR, K: strike price, P: European put price.) See if the Put-Call Parity holds (3 points). If not, tell me your arbitrage strategy (4 points) and the exact profit you would receive (4 points)