Binomial Option Pricing Arbitrage not actually arbitrage?

I’m on the option markets and contracts reading. I’ve gone over the part about using the one period binomial pricing model for arbitrage…however…

Since you have to make assumptions (about how much a price of a stock will go up or down) isn’t this not actually an arbitrage opportunity, since it involves risk? If I say there’s a 50% chance of a $100 stock going to $125 and a 50% chance of it going to $80, but it’s actually got a 50% chance of going to $135…won’t that mean that there is some risk involved in this so it’s not true arbitrage?

I didn’t read it, but they probably mean put-call-parity-arbitrage.