Question: The risk - free rate is 3 . 1 % . An asset currently sells for $ 4 5 . A 2 - month call

The risk-free rate is 3.1%. An asset currently sells for $45. A 2-month call option costs $6.83 and an identical put costs $1.97.
Assuming that there are no transaction costs and using discrete-time math for any discounting that you do, what MUST the strike price of the two options be in order for there to be no arbitrage opportunity? Round to the nearest penny.
The risk-free rate is 3.1%. An asset currently sells for $45.

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