Let C be the price of a call option that enables its holder to buy one share of a stock at an exercise price K at time t; also, let P be the price of a European put option that enables its holder to sell one share of the stock for the amount K at time t. Let S be the price of the stock at time 0. Assuming the interest is being continuously discounted at a nominal rate r. Show that if,S + P – C > K*e^-rt,then there is an arbitrage opportunity.