Suppose an Intel call option sells for $4.88 and an Intel put options trades at $2.87. Both options are European, have a strike price of $45, and expire in 39 days. (i.e.: T=0.1068). The company's stock price is $47 per share. Assume that the riskless interest rate is 6%. 

Do the option prices obey the put-call parity relationship? If not, how would you implement arbitrage? 

Please provide a table the profit today and future cash flows for the arbitrage strategy.