A European call that expires in six months and has a strike price of $30 is worth $2.00 in the market. The underlying stock price is $29, and no dividend payments are expected during the next six months. All risk-free rates are 5%. You expect the stock price to be very volatile in the next six months and you decide to set up a straddle trading strategy which consists of buying 100 six-month European call options struck at $30 and 100 six-month European put options struck at $30 whose market price is given by the call-put parity. Six months later, the stock price closes at $47,27 on the expiry date of the options. What is your final P&L?