A stock is currently priced at $40.00. The risk free rate is 4.4% per annum with continuous compounding. In 4 months, its price will be either $44.40 or $35.20. Consider the portfolio with the following: long a European call with strike $27.00 expiring in 4 months; a short futures position on the stock with delivery date in 4 months and delivery price $33.00; a derivative which pays, in 4 months, three times the price of the stock at that time. Using the binomial tree model, compute the price (or value) of this portfolio.