A European call option and put option on a stock both have a strike price of $$\$ 20$$ and an expiration date in 3 months. Both sell for $$\$ 3$$. The risk-free interest rate is $10 \%$ per annum, the current stock price is $$\$ 19$$, and a $$\$ 1$$ dividend is expected in 1 month. Identify the arbitrage opportunity open to a trader.