(10 points) Assume all rates are continuous and per annum. Suppose that the current price of an asset is $39.20. The risk-free rate is 3.2%. The 14 month European call on the asset with strike $25.15 is $30.30. The price of a 14 month European put with strike $25.15 is $36.50. The asset is expected to pay a dividend of $9.05 halfway between now and the option expiration date. The asset also has an up-front (pay now) storage cost of $6.60. What is the risk-free profit (in today's dollars) of a trade involving one call and one put? (10 points) Assume all rates are continuous and per annum. Suppose that the current price of an asset is $39.20. The risk-free rate is 3.2%. The 14 month European call on the asset with strike $25.15 is $30.30. The price of a 14 month European put with strike $25.15 is $36.50. The asset is expected to pay a dividend of $9.05 halfway between now and the option expiration date. The asset also has an up-front (pay now) storage cost of $6.60. What is the risk-free profit (in today's dollars) of a trade involving one call and one put