A European call option on a certain stock has a strike price of $$\$ 30$$, a time to maturity of 1 year, and an implied volatility of $30 \%$. A European put option on the same stock has a strike price of $$\$ 30$$, a time to maturity of 1 year, and an implied volatility of $33 \%$. What is the arbitrage opportunity open to a trader? Does the arbitrage work only when the lognormal assumption underlying Black-Scholes-Merton holds? Explain carefully the reasons for your answer.