Assume a non-dividend paying stock trades at $100 and the risk-free rate is zero. A 1-year European call with a strike of $100 costs $10, and a 1-year put with the same strike costs $8. Is there an arbitrage opportunity? How would you practically trade it?

假设一只不分红股票现价100美元，无风险利率为0。1年期行权价100的欧式看涨期权价格是10美元，同期限行权价100的欧式看跌期权是8美元。这里有套利机会吗？你会具体怎么操作？