All options presented are European options with the same shares as underlying assets and with the same maturity (1 year).

The continuous compound interest rate is 0.1.

The price of the portfolio, which has a long event price of 100 Call and a short event price of 101 Call, is 0.3.

The price of the portfolio, which has a long exercise price of Put and a short exercise price of Call of 100, is 0.5.

The price of the portfolio, which has a long call with an event price of 105 and a short call with an event price of 106, is 0.2.

Then, what is the price of the portfolio that has a long put with an event price of 106 and a short call with an event price of 105?

(Round and mark it at the third decimal place.)