A stock's current price is $70. A call option with 3-month maturity and strike price of $ 79 is trading for 8, while a put with the same strike and expiration is trading for $20. The risk free rate is 2%. How much arbitrage profit can you make by selling the put and purchasing a synthetic put? (Provide your answer rounded to two decimals.)

You have written a call option on FB with exercise price $ 167 for $ 9. What is your profit, if the current stock price is $ 170?