No arbitrage restriction on options prices

The current price of ABC stock is $50. The term structure of interest rates (continuously compounded) is flat at 10%. What is the six-month forward price of the stock?  Denote this as F. The six-month call price at strike F is equal to $8. The six-month  put price at strike F is equal to $7. Explain why there is arbitrage opportunity given  these prices. 

Das, Sanjiv; Rangarajan Sundaram. Derivatives (The Mcgraw-hill/Irwin Series in Finance, Insureance and Real Estate) (p. 214). McGraw-Hill Higher Education. Kindle Edition.