Assume all rates are continuous and per annum. Suppose that the current price of an asset is $20.10. The risk-free rate is 4.3%. The 22 month European call on the asset with strike $23.40 is $32.95. The price of a 22 month European put with strike $23.40 is $31.20. The asset is expected to pay a dividend of $5.95 halfway between now and the option expiration date. The asset also has an up-front (pay now) storage cost of $6.75. What is the risk-free profit (in today's dollars) of a trade involving one call and one put?