An investor buys a call option with strike price $40, sells a put option with a strike price of $40, buys a put option with strike price $50 and sell a call option with strike price $50. All options are all European and on the same underlying asset. They all have 6 months maturity. The price of the underlying asset is $43. The risk free-rate is 0.05 compounded semiannually. The underlying asset pays no dividends. The cost of the strategy is: (round your final answer to two decimal places. Do not use a $ sign)