A stock's current price is $72. A call option with 3-month maturity and strike price of $ 68 is trading for 6, 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 purchased a put option for $ 11 three months ago. The option's strike price is $ 340. How much is your profit, if the stock price at expiration is $ 364?

A call option with X=$63 expires in half a year. The underlying stock's current price is $70 and its standard deviation is 40%. What is the Black-Scholes price of the call if the risk free rate is 2%? (Enter your answer rounded to two digits.)