A European call option on a certain stock has a strike price of $30, a time to maturity of one 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 one 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 holds? Explain the reasons for your answer carefully.