A stock priced at $$65$ has a standard deviation of $30\%.$ Three$-$month calls and puts with an exercise price of $$60$ are available. The calls have a premium of $$7\mathrm{.}27,$ and the puts cost $$1\mathrm{.}10.$ The risk$-$free rate is $5\%.$ Since the theoretical value of the put is $$1\mathrm{.}525,$ you believe the puts are undervalued. If you construct a riskless arbitrage to exploit the mispriced puts, your arbitrage profit will be $\_\_\_\_\_.$ Execute one contract, and assume zero transaction fee.

Group of answer choices

$$717\mathrm{.}50$

$$575\mathrm{.}50$

$$96\mathrm{.}25$

$$42\mathrm{.}50$