# Risk-free investment strategy for european call and put option

I have some trouble solving the following question:

We have an european call and put option (with the same maturity date $T$ en strike $E=10$). The stock price now is $S=11$ and we use a continuous compound interest of $r=0.06$. Determine, using the put-call parity, an investment strategy to accomplish a risk-free profit based on the arbitrage principle if both options have value $V=2.5$

I cannot figure out how to approach this problem. The put-call parity alone does not seem to solve this problem. Help is very much appreciated.

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