[Put-Call Parity] Suppose that: c = 20 p = 4 S0 =100 K = 90 T = 1 r = 4% D = 0 Given the above information on European call option price (c), European put option price (p), spot price (S0), strike price (K), risk-free rate (r), and time-to-maturity (T), verify if there is an arbitrage opportunity. If there is an arbitrage opportunity, discuss how you can construct an arbitrage strategy using the above information.